-21.6%
MARA vs BN
+100.0%
-121.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.0% | -4.8% |
| 7D | +22.4% | -0.3% | +22.7% | +22.6% |
| 30D | -21.0% | +13.6% | -34.5% | -33.8% |
| 3M | -25.3% | -6.7% | -18.7% | -20.1% |
| 6M | -43.4% | -9.0% | -34.4% | -38.0% |
| YTD | -19.8% | -8.8% | -11.0% | -13.1% |
| 1Y | -50.0% | -10.6% | -39.4% | -44.2% |
| All | -21.6% | +100.0% | -121.5% | -67.5% |
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