-25.1%
MARA vs BB
+105.3%
-130.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | -5.6% | +11.6% | +8.5% |
| 30D | +0.6% | -11.8% | +12.4% | +5.5% |
| 3M | -18.5% | -25.5% | +7.0% | -9.3% |
| 6M | +21.7% | +121.3% | -99.5% | -19.1% |
| YTD | +25.9% | +103.2% | -77.2% | -13.6% |
| 1Y | -25.1% | +102.6% | -127.8% | -40.0% |
| All | -25.1% | +105.3% | -130.5% | -40.0% |
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