-74.1%
MARA vs BG
+166.7%
-240.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.6% | +5.6% |
| 7D | +5.9% | +3.1% | +2.8% | +4.5% |
| 30D | +24.3% | +10.2% | +14.0% | +18.5% |
| 3M | -12.0% | -1.7% | -10.3% | -12.2% |
| 6M | +40.1% | +1.0% | +39.1% | +37.3% |
| YTD | +33.4% | +39.9% | -6.5% | +13.0% |
| 1Y | -23.7% | +53.2% | -77.0% | -38.4% |
| 3Y | +19.0% | +16.3% | +2.7% | +6.1% |
| 5Y | -66.5% | +83.9% | -150.3% | -76.1% |
| All | -74.1% | +166.7% | -240.8% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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