-74.1%
MARA vs BN
+265.2%
-339.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.3% |
| 7D | +5.9% | -5.2% | +11.1% | +12.3% |
| 30D | +24.3% | -14.5% | +38.8% | +47.8% |
| 3M | -12.0% | -15.0% | +3.0% | +5.0% |
| 6M | +40.1% | -5.4% | +45.5% | +47.2% |
| YTD | +33.4% | -16.4% | +49.8% | +61.3% |
| 1Y | -23.7% | -16.2% | -7.5% | -7.1% |
| 3Y | +19.0% | +67.5% | -48.6% | -31.2% |
| 5Y | -66.5% | +34.1% | -100.6% | -72.3% |
| All | -74.1% | +265.2% | -339.2% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling