-90.5%
MARA vs BEN
+56.3%
-146.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -5.6% |
| 7D | +6.0% | +0.2% | +5.8% | +5.7% |
| 30D | +0.6% | -0.5% | +1.2% | +1.3% |
| 3M | -18.5% | +9.7% | -28.2% | -24.3% |
| 6M | +21.7% | +33.9% | -12.2% | -5.6% |
| YTD | +25.9% | +49.0% | -23.0% | -11.6% |
| 1Y | -25.1% | +42.1% | -67.3% | -45.5% |
| 3Y | -5.7% | +51.9% | -57.6% | -34.1% |
| 5Y | -73.9% | +39.0% | -113.0% | -78.4% |
| 10Y | -75.6% | +57.9% | -133.5% | -83.8% |
| All | -90.5% | +56.3% | -146.9% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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