-90.1%
MARA vs BLDR
+1,422.6%
-1,512.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +6.5% |
| 7D | +15.6% | -0.3% | +16.0% | +15.6% |
| 30D | +17.2% | -16.2% | +33.5% | +25.3% |
| 3M | -14.2% | -14.4% | +0.3% | -10.4% |
| 6M | +47.7% | -32.8% | +80.5% | +69.0% |
| YTD | +31.7% | -39.2% | +70.9% | +55.2% |
| 1Y | -22.2% | -57.7% | +35.5% | +5.7% |
| 3Y | +8.4% | -55.3% | +63.7% | +42.4% |
| 5Y | -68.3% | +15.6% | -83.9% | -68.8% |
| 10Y | -74.9% | +359.8% | -434.7% | -81.4% |
| All | -90.1% | +1,422.6% | -1,512.7% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling