-27.9%
MARA vs BB
+101.1%
-129.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +26.5% |
| 3M | -9.4% | -14.5% | +5.1% | -4.6% |
| 6M | +33.4% | +118.6% | -85.2% | -12.3% |
| YTD | +27.3% | +98.9% | -71.7% | -12.9% |
| 1Y | -27.9% | +99.5% | -127.4% | -46.3% |
| All | -27.9% | +101.1% | -129.0% | -46.3% |
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