-74.1%
MARA vs BHP
+496.8%
-570.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +5.0% |
| 7D | +5.9% | -3.6% | +9.5% | +10.0% |
| 30D | +24.3% | -1.2% | +25.5% | +26.4% |
| 3M | -12.0% | +1.2% | -13.2% | -13.2% |
| 6M | +40.1% | +21.4% | +18.7% | +14.3% |
| YTD | +33.4% | +50.4% | -17.0% | -12.1% |
| 1Y | -23.7% | +67.5% | -91.2% | -55.2% |
| 3Y | +19.0% | +72.8% | -53.9% | -32.9% |
| 5Y | -66.5% | +112.6% | -179.1% | -85.1% |
| All | -74.1% | +496.8% | -570.9% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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