-23.9%
MARA vs BAX
-18.0%
-5.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | +10.1% | +0.1% | +10.0% | +10.1% |
| 30D | -15.1% | +4.1% | -19.1% | -16.0% |
| 3M | -24.1% | -4.5% | -19.6% | -23.2% |
| 6M | -45.2% | +49.2% | -94.4% | -52.4% |
| YTD | -22.2% | +35.2% | -57.4% | -31.8% |
| 1Y | -45.3% | +38.3% | -83.6% | -52.6% |
| 3Y | -23.9% | -19.0% | -4.8% | -21.1% |
| All | -23.9% | -18.0% | -5.9% | -21.1% |
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