-82.2%
MARA vs B
+216.6%
-298.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.6% |
| 7D | +10.1% | -7.3% | +17.4% | +13.6% |
| 30D | -15.1% | -3.3% | -11.7% | -14.5% |
| 3M | -24.1% | -7.8% | -16.3% | -21.2% |
| 6M | -45.2% | -15.5% | -29.6% | -40.9% |
| YTD | -22.2% | -12.3% | -9.9% | -17.7% |
| 1Y | -45.3% | +5.4% | -50.7% | -46.8% |
| 3Y | -23.9% | +165.5% | -189.4% | -53.8% |
| 5Y | -90.8% | +107.0% | -197.8% | -93.8% |
| All | -82.2% | +216.6% | -298.7% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling