-66.3%
MARA vs BAX
-68.1%
+1.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.4% |
| 7D | +5.9% | -7.9% | +13.8% | +9.2% |
| 30D | +24.3% | -11.7% | +35.9% | +30.0% |
| 3M | -12.0% | +16.2% | -28.2% | -18.2% |
| 6M | +40.1% | +32.0% | +8.1% | +22.6% |
| YTD | +33.4% | +24.7% | +8.7% | +16.9% |
| 1Y | -23.7% | -2.6% | -21.1% | -25.5% |
| 3Y | +19.0% | -35.0% | +53.9% | +36.8% |
| All | -66.3% | -68.1% | +1.7% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling