-73.8%
MARA vs B
+197.0%
-270.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.3% |
| 7D | +15.6% | +2.3% | +13.3% | +14.6% |
| 30D | +17.2% | +1.4% | +15.9% | +17.3% |
| 3M | -14.2% | +12.2% | -26.3% | -18.1% |
| 6M | +47.7% | -2.1% | +49.8% | +48.3% |
| YTD | +31.7% | +2.9% | +28.8% | +30.2% |
| 1Y | -22.2% | +55.3% | -77.5% | -36.2% |
| 3Y | +8.4% | +198.7% | -190.3% | -35.7% |
| 5Y | -68.3% | +153.8% | -222.0% | -80.0% |
| All | -73.8% | +197.0% | -270.7% | -84.0% |
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