+19.0%
MARA vs BKR
+68.5%
-49.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.1% |
| 7D | +5.9% | -7.0% | +12.9% | +10.4% |
| 30D | +24.3% | -8.1% | +32.4% | +30.0% |
| 3M | -12.0% | -6.6% | -5.4% | -9.3% |
| 6M | +40.1% | +0.9% | +39.3% | +36.1% |
| YTD | +33.4% | +31.1% | +2.3% | +9.2% |
| 1Y | -23.7% | +27.7% | -51.4% | -36.9% |
| 3Y | +19.0% | +71.2% | -52.3% | -18.1% |
| All | +19.0% | +68.5% | -49.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 3y: compounded portfolio wealth divided by compounded BKR 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…
3y analysis · Full analysis span regression · 6 months rolling