+18.4%
MARA vs BAX
-33.8%
+52.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | +13.8% | -5.1% | +18.9% | +15.6% |
| 30D | +24.7% | -12.2% | +36.9% | +29.6% |
| 3M | -10.4% | +21.8% | -32.3% | -16.8% |
| 6M | +37.6% | +36.3% | +1.3% | +22.2% |
| YTD | +32.7% | +27.8% | +4.9% | +18.0% |
| 1Y | -25.2% | -0.1% | -25.1% | -27.1% |
| All | +18.4% | -33.8% | +52.1% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling