-89.2%
MARA vs BP
+108.0%
-197.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +3.6% |
| 7D | +11.5% | -0.8% | +12.3% | +12.1% |
| 30D | -18.9% | -3.1% | -15.7% | -17.9% |
| 3M | -20.9% | +6.2% | -27.0% | -24.3% |
| 6M | -42.8% | +4.8% | -47.6% | -45.5% |
| YTD | -14.7% | +35.2% | -49.9% | -30.7% |
| 1Y | -47.6% | +27.4% | -75.1% | -56.0% |
| 3Y | -20.3% | +49.8% | -70.0% | -40.7% |
| 5Y | -89.2% | +109.4% | -198.6% | -94.4% |
| All | -89.2% | +108.0% | -197.2% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling