-68.0%
MARA vs BB
-29.9%
-38.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.4% |
| 7D | -1.5% | -2.1% | +0.6% | -0.1% |
| 30D | +18.1% | -16.0% | +34.1% | +30.9% |
| 3M | -9.4% | -14.5% | +5.1% | -3.8% |
| 6M | +33.4% | +118.6% | -85.2% | -26.6% |
| YTD | +27.3% | +98.9% | -71.7% | -25.3% |
| 1Y | -27.9% | +99.5% | -127.4% | -58.8% |
| 3Y | +4.8% | +65.4% | -60.6% | -46.1% |
| 5Y | -68.0% | -27.6% | -40.4% | -61.8% |
| All | -68.0% | -29.9% | -38.2% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling