-90.5%
MARA vs BB
-35.9%
-54.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | -5.6% | +11.6% | +8.1% |
| 30D | +0.6% | -11.8% | +12.4% | +4.6% |
| 3M | -18.5% | -25.5% | +7.0% | -11.1% |
| 6M | +21.7% | +121.3% | -99.5% | -8.5% |
| YTD | +25.9% | +103.2% | -77.2% | -2.5% |
| 1Y | -25.1% | +102.6% | -127.8% | -42.4% |
| 3Y | -5.7% | +37.5% | -43.2% | -24.2% |
| 5Y | -73.9% | -30.4% | -43.5% | -74.5% |
| 10Y | -75.6% | 0.0% | -75.6% | -82.4% |
| All | -90.5% | -35.9% | -54.7% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling