-90.5%
MARA vs BIL
+25.0%
-115.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.0% |
| 7D | +6.0% | +0.1% | +5.9% | +7.4% |
| 30D | +0.6% | +0.3% | +0.3% | +6.0% |
| 3M | -18.5% | +0.9% | -19.5% | -5.8% |
| 6M | +21.7% | +1.8% | +19.9% | +59.7% |
| YTD | +25.9% | +2.4% | +23.5% | +80.1% |
| 1Y | -25.1% | +3.7% | -28.9% | +30.2% |
| 3Y | -5.7% | +14.2% | -19.9% | +657.8% |
| 5Y | -73.9% | +19.4% | -93.4% | +357.7% |
| 10Y | -75.6% | +25.2% | -100.8% | +1,131.2% |
| All | -90.5% | +25.0% | -115.5% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling