-66.3%
MARA vs BKR
+172.8%
-239.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.2% |
| 7D | +5.9% | -7.0% | +12.9% | +10.7% |
| 30D | +24.3% | -8.1% | +32.4% | +30.4% |
| 3M | -12.0% | -6.6% | -5.4% | -9.2% |
| 6M | +40.1% | +0.9% | +39.3% | +36.0% |
| YTD | +33.4% | +31.1% | +2.3% | +9.0% |
| 1Y | -23.7% | +27.7% | -51.4% | -37.0% |
| 3Y | +19.0% | +71.2% | -52.3% | -20.6% |
| All | -66.3% | +172.8% | -239.2% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling