-90.0%
MARA vs BIIB
+58.5%
-148.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +13.8% | -5.4% | +19.2% | +16.1% |
| 30D | +24.7% | +1.7% | +22.9% | +23.6% |
| 3M | -10.4% | +5.8% | -16.3% | -13.4% |
| 6M | +37.6% | +11.9% | +25.7% | +29.0% |
| YTD | +32.7% | +19.7% | +13.0% | +21.0% |
| 1Y | -25.2% | +46.7% | -71.9% | -37.4% |
| 3Y | +9.3% | -18.6% | +27.9% | +13.6% |
| 5Y | -69.3% | -29.8% | -39.6% | -66.6% |
| 10Y | -73.6% | -28.8% | -44.8% | -74.3% |
| All | -90.0% | +58.5% | -148.5% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling