-91.6%
MARA vs B
+134.6%
-226.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.4% | +7.7% |
| 7D | -6.2% | +9.6% | -15.8% | -11.4% |
| 30D | -38.7% | +3.5% | -42.2% | -40.1% |
| 3M | -40.4% | -1.6% | -38.8% | -39.7% |
| 6M | -51.3% | -1.7% | -49.6% | -50.9% |
| YTD | -29.3% | -5.3% | -24.0% | -27.5% |
| 1Y | -60.2% | +27.2% | -87.4% | -64.8% |
| 3Y | -31.3% | +166.1% | -197.4% | -62.3% |
| All | -91.6% | +134.6% | -226.1% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling