-69.3%
MARA vs AVAV
+33.5%
-102.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.1% | +2.9% |
| 7D | +13.8% | -3.2% | +17.0% | +15.3% |
| 30D | +24.7% | -25.6% | +50.2% | +39.6% |
| 3M | -10.4% | -20.2% | +9.8% | -6.0% |
| 6M | +37.6% | -38.1% | +75.7% | +58.8% |
| YTD | +32.7% | -41.8% | +74.5% | +52.7% |
| 1Y | -25.2% | -39.0% | +13.9% | -15.7% |
| 3Y | +9.3% | +24.1% | -14.8% | -25.3% |
| 5Y | -69.3% | +53.0% | -122.4% | -84.8% |
| All | -69.3% | +33.5% | -102.9% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling