-90.0%
MARA vs BDX
+286.9%
-376.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | +13.8% | -3.6% | +17.4% | +15.5% |
| 30D | +24.7% | +0.7% | +24.0% | +24.2% |
| 3M | -10.4% | +19.0% | -29.4% | -18.1% |
| 6M | +37.6% | +10.8% | +26.9% | +29.5% |
| YTD | +32.7% | +20.1% | +12.6% | +19.7% |
| 1Y | -25.2% | +23.1% | -48.2% | -33.6% |
| 3Y | +9.3% | -8.8% | +18.1% | +10.1% |
| 5Y | -69.3% | -1.4% | -67.9% | -70.5% |
| 10Y | -73.6% | +60.5% | -134.1% | -82.8% |
| All | -90.0% | +286.9% | -376.9% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling