-90.5%
MARA vs AVAV
+513.2%
-603.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.8% |
| 7D | +6.0% | -2.2% | +8.2% | +7.1% |
| 30D | +0.6% | -13.9% | +14.6% | +5.6% |
| 3M | -18.5% | -29.2% | +10.7% | -9.7% |
| 6M | +21.7% | -36.1% | +57.9% | +37.8% |
| YTD | +25.9% | -40.2% | +66.1% | +42.9% |
| 1Y | -25.1% | -36.2% | +11.1% | -17.6% |
| 3Y | -5.7% | +47.5% | -53.3% | -36.1% |
| 5Y | -73.9% | +39.3% | -113.2% | -82.4% |
| 10Y | -75.6% | +482.6% | -558.2% | -87.9% |
| All | -90.5% | +513.2% | -603.7% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling