-74.1%
MARA vs BAX
-38.1%
-36.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.3% |
| 7D | +5.9% | -7.9% | +13.8% | +8.5% |
| 30D | +24.3% | -11.7% | +35.9% | +28.7% |
| 3M | -12.0% | +16.2% | -28.2% | -16.7% |
| 6M | +40.1% | +32.0% | +8.1% | +26.9% |
| YTD | +33.4% | +24.7% | +8.7% | +21.2% |
| 1Y | -23.7% | -2.6% | -21.1% | -25.2% |
| 3Y | +19.0% | -35.0% | +53.9% | +30.2% |
| 5Y | -66.5% | -67.6% | +1.1% | -58.1% |
| All | -74.1% | -38.1% | -36.0% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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