+18.4%
MARA vs BP
+37.6%
-19.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | +13.8% | +4.0% | +9.9% | +12.0% |
| 30D | +24.7% | +7.8% | +16.8% | +20.7% |
| 3M | -10.4% | +8.4% | -18.8% | -13.8% |
| 6M | +37.6% | +15.1% | +22.6% | +26.8% |
| YTD | +32.7% | +36.4% | -3.7% | +12.4% |
| 1Y | -25.2% | +40.9% | -66.1% | -37.7% |
| All | +18.4% | +37.6% | -19.3% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling