-74.1%
MARA vs BDX
+59.3%
-133.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.6% |
| 7D | +5.9% | -3.2% | +9.1% | +7.0% |
| 30D | +24.3% | -2.5% | +26.8% | +25.3% |
| 3M | -12.0% | +21.4% | -33.4% | -18.3% |
| 6M | +40.1% | +10.4% | +29.7% | +34.2% |
| YTD | +33.4% | +18.8% | +14.6% | +24.0% |
| 1Y | -23.7% | +21.7% | -45.4% | -29.9% |
| 3Y | +19.0% | -10.0% | +28.9% | +20.4% |
| 5Y | -66.5% | -1.8% | -64.7% | -67.2% |
| All | -74.1% | +59.3% | -133.4% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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