-74.1%
MARA vs BBY
+252.7%
-326.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +2.9% |
| 7D | +5.9% | +0.6% | +5.3% | +5.5% |
| 30D | +24.3% | +9.4% | +14.9% | +15.6% |
| 3M | -12.0% | +19.3% | -31.3% | -23.6% |
| 6M | +40.1% | +47.9% | -7.8% | +3.5% |
| YTD | +33.4% | +39.6% | -6.2% | +1.2% |
| 1Y | -23.7% | +22.2% | -45.9% | -37.1% |
| 3Y | +19.0% | +45.0% | -26.0% | -17.1% |
| 5Y | -66.5% | +2.6% | -69.1% | -70.1% |
| All | -74.1% | +252.7% | -326.8% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling