+19.0%
MARA vs BNY
+287.0%
-268.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -1.3% | +7.2% | +7.7% |
| 30D | +24.3% | -0.2% | +24.4% | +23.8% |
| 3M | -12.0% | +14.9% | -26.9% | -27.8% |
| 6M | +40.1% | +40.0% | +0.1% | -12.4% |
| YTD | +33.4% | +42.0% | -8.6% | -18.7% |
| 1Y | -23.7% | +56.9% | -80.6% | -59.4% |
| 3Y | +19.0% | +289.9% | -270.9% | -78.5% |
| All | +19.0% | +287.0% | -268.1% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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