-90.5%
MARA vs BAX
+11.6%
-102.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | +6.0% | -1.1% | +7.1% | +6.4% |
| 30D | +0.6% | -5.5% | +6.1% | +2.4% |
| 3M | -18.5% | +33.5% | -52.1% | -27.3% |
| 6M | +21.7% | +35.9% | -14.1% | +7.7% |
| YTD | +25.9% | +35.4% | -9.4% | +9.6% |
| 1Y | -25.1% | +9.8% | -34.9% | -29.8% |
| 3Y | -5.7% | -32.7% | +27.0% | +3.6% |
| 5Y | -73.9% | -65.6% | -8.4% | -64.8% |
| 10Y | -75.6% | -34.9% | -40.7% | -76.4% |
| All | -90.5% | +11.6% | -102.1% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling