+13.5%
MARA vs BIIB
-17.2%
+30.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.9% |
| 7D | -1.5% | -4.0% | +2.6% | 0.0% |
| 30D | +18.1% | +5.7% | +12.4% | +15.2% |
| 3M | -9.4% | +10.9% | -20.3% | -14.7% |
| 6M | +33.4% | +14.3% | +19.0% | +21.9% |
| YTD | +27.3% | +22.4% | +4.9% | +11.8% |
| 1Y | -27.9% | +51.1% | -79.0% | -45.2% |
| All | +13.5% | -17.2% | +30.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 3y: compounded portfolio wealth divided by compounded BIIB 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…
3y analysis · Full analysis span regression · 6 months rolling