+18.4%
MARA vs BB
+66.7%
-48.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +13.8% | +1.8% | +12.0% | +13.1% |
| 30D | +24.7% | -12.2% | +36.9% | +30.8% |
| 3M | -10.4% | -12.3% | +1.9% | -7.1% |
| 6M | +37.6% | +122.7% | -85.1% | -3.0% |
| YTD | +32.7% | +104.5% | -71.7% | -3.1% |
| 1Y | -25.2% | +106.7% | -131.8% | -46.0% |
| All | +18.4% | +66.7% | -48.3% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling