-23.7%
MARA vs BLK
-0.2%
-23.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.3% |
| 7D | +5.9% | -3.3% | +9.2% | +9.2% |
| 30D | +24.3% | -6.5% | +30.8% | +31.6% |
| 3M | -12.0% | +6.7% | -18.7% | -19.2% |
| 6M | +40.1% | +14.7% | +25.4% | +16.9% |
| YTD | +33.4% | +2.5% | +30.9% | +25.6% |
| 1Y | -23.7% | -2.8% | -21.0% | -14.2% |
| All | -23.7% | -0.2% | -23.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling