-23.7%
MARA vs BG
+53.0%
-76.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.6% | +5.2% |
| 7D | +5.9% | +3.1% | +2.8% | +5.1% |
| 30D | +24.3% | +10.2% | +14.0% | +20.8% |
| 3M | -12.0% | -1.7% | -10.3% | -10.4% |
| 6M | +40.1% | +1.0% | +39.1% | +39.5% |
| YTD | +33.4% | +39.9% | -6.5% | +15.4% |
| 1Y | -23.7% | +53.2% | -77.0% | -36.4% |
| All | -23.7% | +53.0% | -76.7% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling