-90.4%
MARA vs BKR
+173.3%
-263.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.6% | -0.4% |
| 7D | -1.5% | -6.7% | +5.2% | +2.3% |
| 30D | +18.1% | -8.3% | +26.4% | +23.5% |
| 3M | -9.4% | -5.4% | -4.0% | -7.5% |
| 6M | +33.4% | +0.8% | +32.6% | +30.3% |
| YTD | +27.3% | +31.8% | -4.6% | +7.1% |
| 1Y | -27.9% | +28.6% | -56.5% | -38.8% |
| 3Y | +4.8% | +71.2% | -66.5% | -25.3% |
| 5Y | -68.0% | +179.2% | -247.3% | -82.9% |
| 10Y | -74.7% | +124.0% | -198.6% | -87.7% |
| All | -90.4% | +173.3% | -263.7% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling