-90.4%
MARA vs BBY
+578.1%
-668.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.9% |
| 30D | +18.1% | +5.8% | +12.3% | +13.2% |
| 3M | -9.4% | +18.0% | -27.4% | -18.9% |
| 6M | +33.4% | +39.8% | -6.5% | +7.4% |
| YTD | +27.3% | +35.4% | -8.1% | +3.3% |
| 1Y | -27.9% | +21.4% | -49.3% | -38.1% |
| 3Y | +4.8% | +39.5% | -34.8% | -18.8% |
| 5Y | -68.0% | -0.5% | -67.5% | -69.6% |
| 10Y | -74.7% | +240.0% | -314.7% | -84.5% |
| All | -90.4% | +578.1% | -668.5% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling