-75.3%
MARA vs BP
+137.6%
-212.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.6% |
| 7D | -1.5% | +5.7% | -7.2% | -4.8% |
| 30D | +18.1% | +8.1% | +10.0% | +12.5% |
| 3M | -9.4% | +8.6% | -18.0% | -15.2% |
| 6M | +33.4% | +18.1% | +15.2% | +17.0% |
| YTD | +27.3% | +37.6% | -10.3% | +1.9% |
| 1Y | -27.9% | +39.4% | -67.3% | -43.0% |
| 3Y | +4.8% | +40.1% | -35.3% | -19.6% |
| 5Y | -68.0% | +141.3% | -209.3% | -83.3% |
| All | -75.3% | +137.6% | -212.9% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling