-90.5%
MARA vs B
+54.9%
-145.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.9% |
| 7D | +6.0% | -1.6% | +7.6% | +6.6% |
| 30D | +0.6% | +9.4% | -8.8% | -1.6% |
| 3M | -18.5% | +5.0% | -23.5% | -19.3% |
| 6M | +21.7% | -3.5% | +25.3% | +22.8% |
| YTD | +25.9% | +4.5% | +21.5% | +25.0% |
| 1Y | -25.1% | +67.8% | -92.9% | -34.7% |
| 3Y | -5.7% | +196.7% | -202.4% | -30.1% |
| 5Y | -73.9% | +151.9% | -225.9% | -79.9% |
| 10Y | -75.6% | +202.2% | -277.8% | -81.5% |
| All | -90.5% | +54.9% | -145.4% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling