+19.0%
MARA vs BLK
+66.0%
-47.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +2.8% |
| 7D | +5.9% | -3.3% | +9.2% | +10.3% |
| 30D | +24.3% | -6.5% | +30.8% | +34.1% |
| 3M | -12.0% | +6.7% | -18.7% | -20.9% |
| 6M | +40.1% | +14.7% | +25.4% | +13.0% |
| YTD | +33.4% | +2.5% | +30.9% | +24.8% |
| 1Y | -23.7% | -2.8% | -21.0% | -21.7% |
| 3Y | +19.0% | +65.9% | -46.9% | -37.5% |
| All | +19.0% | +66.0% | -47.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling