+37.6%
MARA vs BBY
+39.1%
-1.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +0.7% |
| 7D | +13.8% | +1.2% | +12.7% | +13.8% |
| 30D | +24.7% | +6.8% | +17.9% | +23.3% |
| 3M | -10.4% | +18.7% | -29.2% | -15.1% |
| 6M | +37.6% | +37.3% | +0.3% | +24.3% |
| All | +37.6% | +39.1% | -1.5% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling