-58.7%
MARA vs BB
+88.0%
-146.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.0% | -11.0% | -6.9% |
| 7D | -6.5% | -6.8% | +0.3% | -3.9% |
| 30D | -38.5% | -3.5% | -35.0% | -37.9% |
| 3M | -41.5% | -1.2% | -40.3% | -41.9% |
| 6M | -41.9% | +57.0% | -98.9% | -53.1% |
| YTD | -23.5% | +131.1% | -154.6% | -52.8% |
| 1Y | -58.7% | +87.6% | -146.2% | -70.2% |
| All | -58.7% | +88.0% | -146.6% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling