-75.3%
MARA vs BLDR
+372.1%
-447.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -1.7% |
| 7D | -1.5% | -8.1% | +6.7% | +3.5% |
| 30D | +18.1% | -21.5% | +39.6% | +36.2% |
| 3M | -9.4% | -21.0% | +11.5% | +1.3% |
| 6M | +33.4% | -37.1% | +70.4% | +69.9% |
| YTD | +27.3% | -42.7% | +70.0% | +68.7% |
| 1Y | -27.9% | -58.0% | +30.0% | +16.1% |
| 3Y | +4.8% | -57.8% | +62.6% | +58.3% |
| 5Y | -68.0% | +10.3% | -78.3% | -73.0% |
| All | -75.3% | +372.1% | -447.4% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling