+280.3%
MARA vs BOXX
+18.5%
+261.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.3% |
| 7D | +5.9% | +0.1% | +5.9% | +5.4% |
| 30D | +24.3% | +0.3% | +24.0% | +19.8% |
| 3M | -12.0% | +1.0% | -13.0% | -23.7% |
| 6M | +40.1% | +1.9% | +38.2% | +3.9% |
| YTD | +33.4% | +2.7% | +30.7% | -12.4% |
| 1Y | -23.7% | +4.0% | -27.8% | -58.9% |
| 3Y | +19.0% | +14.7% | +4.3% | -81.6% |
| All | +280.3% | +18.5% | +261.8% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling