-78.5%
MARA vs BITO
-8.3%
-70.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -2.4% |
| 7D | -1.5% | -5.8% | +4.3% | +6.3% |
| 30D | +18.1% | +21.1% | -3.1% | -7.1% |
| 3M | -9.4% | +23.5% | -32.9% | -30.7% |
| 6M | +33.4% | +8.3% | +25.1% | +19.9% |
| YTD | +27.3% | -13.9% | +41.2% | +57.2% |
| 1Y | -27.9% | -34.5% | +6.6% | +28.2% |
| 3Y | +4.8% | +147.0% | -142.2% | -67.4% |
| All | -78.5% | -8.3% | -70.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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