-80.3%
MARA vs B
+184.6%
-264.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -6.1% | +16.6% | +13.4% |
| 7D | +2.5% | +7.1% | -4.6% | -1.5% |
| 30D | -23.9% | -3.3% | -20.6% | -23.3% |
| 3M | -23.2% | -2.5% | -20.7% | -22.3% |
| 6M | -43.3% | -7.2% | -36.0% | -41.5% |
| YTD | -18.3% | -7.4% | -10.9% | -15.8% |
| 1Y | -52.9% | +16.4% | -69.3% | -56.2% |
| 3Y | -23.6% | +178.7% | -202.3% | -54.6% |
| 5Y | -88.7% | +121.7% | -210.4% | -92.6% |
| 10Y | -80.3% | +208.6% | -288.9% | -88.4% |
| All | -80.3% | +184.6% | -264.9% | -88.4% |
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