+18.4%
MARA vs BN
+71.3%
-52.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +3.1% |
| 7D | +13.8% | -3.0% | +16.8% | +18.0% |
| 30D | +24.7% | -13.0% | +37.7% | +46.7% |
| 3M | -10.4% | -15.2% | +4.8% | +8.5% |
| 6M | +37.6% | -5.9% | +43.6% | +44.8% |
| YTD | +32.7% | -15.8% | +48.5% | +60.2% |
| 1Y | -25.2% | -12.2% | -13.0% | -13.8% |
| All | +18.4% | +71.3% | -52.9% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling