-90.1%
MARA vs BN
+533.9%
-624.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +7.4% |
| 7D | +15.6% | -1.2% | +16.8% | +17.1% |
| 30D | +17.2% | -10.9% | +28.2% | +32.0% |
| 3M | -14.2% | -11.1% | -3.1% | -3.6% |
| 6M | +47.7% | -4.4% | +52.1% | +53.0% |
| YTD | +31.7% | -14.1% | +45.9% | +53.2% |
| 1Y | -22.2% | -11.1% | -11.1% | -12.1% |
| 3Y | +8.4% | +75.6% | -67.1% | -37.1% |
| 5Y | -68.3% | +35.8% | -104.1% | -73.4% |
| 10Y | -74.9% | +261.6% | -336.4% | -89.7% |
| All | -90.1% | +533.9% | -624.0% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling