-94.7%
MARA vs B
+40.4%
-135.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.4% | +7.8% |
| 7D | -6.2% | +9.6% | -15.8% | -9.0% |
| 30D | -38.7% | +3.5% | -42.2% | -39.4% |
| 3M | -40.4% | -1.6% | -38.8% | -40.0% |
| 6M | -51.3% | -1.7% | -49.6% | -50.9% |
| YTD | -29.3% | -5.3% | -24.0% | -27.9% |
| 1Y | -60.2% | +27.2% | -87.4% | -62.4% |
| 3Y | -31.3% | +166.1% | -197.4% | -47.4% |
| 5Y | -90.1% | +136.5% | -226.5% | -92.2% |
| 10Y | -81.2% | +172.2% | -253.4% | -85.3% |
| All | -94.7% | +40.4% | -135.1% | -96.3% |
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