-25.1%
MARA vs BOXX
+4.0%
-29.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.1% |
| 7D | +6.0% | +0.1% | +5.9% | +6.5% |
| 30D | +0.6% | +0.4% | +0.3% | +1.5% |
| 3M | -18.5% | +1.0% | -19.5% | -23.0% |
| 6M | +21.7% | +2.0% | +19.8% | -14.2% |
| YTD | +25.9% | +2.6% | +23.3% | -22.5% |
| 1Y | -25.1% | +4.1% | -29.2% | -58.3% |
| All | -25.1% | +4.0% | -29.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling