+342.1%
MARA vs BBIO
+136.7%
+205.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +5.9% | -3.2% | +9.1% | +7.0% |
| 30D | +24.3% | -13.6% | +37.9% | +29.6% |
| 3M | -12.0% | +7.2% | -19.2% | -14.0% |
| 6M | +40.1% | +1.5% | +38.6% | +38.7% |
| YTD | +33.4% | -5.3% | +38.7% | +34.4% |
| 1Y | -23.7% | +37.7% | -61.5% | -31.2% |
| 3Y | +19.0% | +153.9% | -134.9% | -13.1% |
| 5Y | -66.5% | +43.9% | -110.4% | -81.7% |
| All | +342.1% | +136.7% | +205.4% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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