-90.0%
MARA vs BG
+178.2%
-268.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +13.8% | +0.5% | +13.3% | +13.5% |
| 30D | +24.7% | +10.3% | +14.4% | +19.0% |
| 3M | -10.4% | -1.9% | -8.5% | -10.6% |
| 6M | +37.6% | +5.2% | +32.4% | +32.5% |
| YTD | +32.7% | +41.2% | -8.4% | +12.4% |
| 1Y | -25.2% | +50.5% | -75.7% | -38.8% |
| 3Y | +9.3% | +19.9% | -10.6% | -3.8% |
| 5Y | -69.3% | +86.7% | -156.1% | -78.1% |
| 10Y | -73.6% | +167.5% | -241.1% | -85.5% |
| All | -90.0% | +178.2% | -268.2% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling