-93.6%
MARA vs BIL
+25.8%
-119.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.5% |
| 7D | +11.5% | +0.1% | +11.4% | +13.0% |
| 30D | -18.9% | +0.3% | -19.2% | -14.5% |
| 3M | -20.9% | +0.9% | -21.8% | -8.4% |
| 6M | -42.8% | +1.9% | -44.6% | -24.2% |
| YTD | -14.7% | +3.1% | -17.8% | +35.6% |
| 1Y | -47.6% | +3.7% | -51.3% | -9.4% |
| 3Y | -20.3% | +13.8% | -34.1% | +496.1% |
| 5Y | -89.2% | +20.2% | -109.4% | +113.1% |
| 10Y | -79.2% | +26.1% | -105.3% | +1,071.2% |
| All | -93.6% | +25.8% | -119.4% | +297.0% |
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