-90.5%
MARA vs BN
+550.7%
-641.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | +6.0% | -2.5% | +8.5% | +9.1% |
| 30D | +0.6% | -9.5% | +10.1% | +11.7% |
| 3M | -18.5% | -10.4% | -8.1% | -9.0% |
| 6M | +21.7% | -6.4% | +28.1% | +29.6% |
| YTD | +25.9% | -11.9% | +37.8% | +42.7% |
| 1Y | -25.1% | -8.6% | -16.5% | -17.7% |
| 3Y | -5.7% | +77.6% | -83.3% | -46.0% |
| 5Y | -73.9% | +37.0% | -111.0% | -78.4% |
| 10Y | -75.6% | +266.4% | -342.0% | -90.2% |
| All | -90.5% | +550.7% | -641.2% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling