-75.3%
MARA vs BB
-0.1%
-75.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.0% |
| 7D | -1.5% | -2.1% | +0.6% | -0.6% |
| 30D | +18.1% | -16.0% | +34.1% | +26.2% |
| 3M | -9.4% | -14.5% | +5.1% | -5.1% |
| 6M | +33.4% | +118.6% | -85.2% | -5.3% |
| YTD | +27.3% | +98.9% | -71.7% | -6.0% |
| 1Y | -27.9% | +99.5% | -127.4% | -47.3% |
| 3Y | +4.8% | +65.4% | -60.6% | -25.3% |
| 5Y | -68.0% | -27.6% | -40.4% | -69.7% |
| All | -75.3% | -0.1% | -75.1% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling