-66.3%
MARA vs BLDR
+10.9%
-77.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +3.2% |
| 7D | +5.9% | -8.2% | +14.2% | +12.1% |
| 30D | +24.3% | -16.6% | +40.9% | +39.8% |
| 3M | -12.0% | -23.2% | +11.2% | +1.6% |
| 6M | +40.1% | -33.7% | +73.9% | +77.1% |
| YTD | +33.4% | -41.3% | +74.7% | +79.5% |
| 1Y | -23.7% | -58.8% | +35.1% | +34.8% |
| 3Y | +19.0% | -57.5% | +76.4% | +80.2% |
| All | -66.3% | +10.9% | -77.2% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling