-75.3%
MARA vs BIL
+25.2%
-100.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -3.8% |
| 7D | -1.5% | +0.1% | -1.5% | -0.1% |
| 30D | +18.1% | +0.3% | +17.8% | +26.6% |
| 3M | -9.4% | +0.9% | -10.3% | +12.7% |
| 6M | +33.4% | +1.8% | +31.6% | +103.9% |
| YTD | +27.3% | +2.5% | +24.8% | +126.3% |
| 1Y | -27.9% | +3.7% | -31.6% | +73.2% |
| 3Y | +4.8% | +14.1% | -9.3% | +3,515.0% |
| 5Y | -68.0% | +19.4% | -87.4% | +5,511.3% |
| All | -75.3% | +25.2% | -100.5% | +119,899.1% |
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