-81.6%
MARA vs BIL
+26.1%
-107.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +22.4% | +0.1% | +22.4% | +24.7% |
| 30D | -21.0% | +0.3% | -21.3% | -14.2% |
| 3M | -25.3% | +0.9% | -26.2% | -5.1% |
| 6M | -43.4% | +1.8% | -45.2% | -9.2% |
| YTD | -19.8% | +3.1% | -23.0% | +76.1% |
| 1Y | -50.0% | +3.7% | -53.7% | +26.6% |
| 3Y | -25.1% | +13.8% | -38.9% | +2,775.3% |
| 5Y | -90.5% | +20.2% | -110.8% | +2,927.8% |
| All | -81.6% | +26.1% | -107.7% | +289,320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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