-66.3%
MARA vs BIIB
-28.1%
-38.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.4% |
| 7D | +5.9% | -1.7% | +7.6% | +6.7% |
| 30D | +24.3% | +4.0% | +20.3% | +21.1% |
| 3M | -12.0% | +8.6% | -20.6% | -18.0% |
| 6M | +40.1% | +14.0% | +26.1% | +24.6% |
| YTD | +33.4% | +23.4% | +10.0% | +12.0% |
| 1Y | -23.7% | +45.9% | -69.6% | -43.6% |
| 3Y | +19.0% | -16.1% | +35.1% | +27.3% |
| All | -66.3% | -28.1% | -38.3% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling