-94.2%
MARA vs BLDR
+1,376.4%
-1,470.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.3% |
| 7D | +10.1% | -3.0% | +13.1% | +11.2% |
| 30D | -15.1% | +20.1% | -35.2% | -22.8% |
| 3M | -24.1% | -17.5% | -6.6% | -20.0% |
| 6M | -45.2% | -16.1% | -29.1% | -43.5% |
| YTD | -22.2% | -41.0% | +18.9% | -9.0% |
| 1Y | -45.3% | -41.6% | -3.7% | -36.2% |
| 3Y | -23.9% | -50.8% | +27.0% | -5.2% |
| 5Y | -90.8% | -10.8% | -80.0% | -90.4% |
| 10Y | -81.0% | +486.3% | -567.3% | -86.3% |
| All | -94.2% | +1,376.4% | -1,470.6% | -95.6% |
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