-90.5%
MARA vs BAH
+1,040.8%
-1,131.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.0% |
| 7D | +6.0% | -3.2% | +9.2% | +7.2% |
| 30D | +0.6% | +2.0% | -1.4% | -0.6% |
| 3M | -18.5% | -7.6% | -10.9% | -17.3% |
| 6M | +21.7% | -5.7% | +27.4% | +22.0% |
| YTD | +25.9% | -11.7% | +37.7% | +28.9% |
| 1Y | -25.1% | -27.4% | +2.2% | -18.2% |
| 3Y | -5.7% | -32.5% | +26.8% | +4.7% |
| 5Y | -73.9% | -3.3% | -70.6% | -74.3% |
| 10Y | -75.6% | +186.0% | -261.6% | -78.2% |
| All | -90.5% | +1,040.8% | -1,131.3% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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