-90.5%
MARA vs BP
+138.1%
-228.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +6.0% | +3.9% | +2.1% | +3.2% |
| 30D | +0.6% | +7.6% | -7.0% | -4.3% |
| 3M | -18.5% | +0.7% | -19.2% | -20.0% |
| 6M | +21.7% | +15.5% | +6.3% | +7.6% |
| YTD | +25.9% | +30.8% | -4.9% | +3.6% |
| 1Y | -25.1% | +34.3% | -59.5% | -39.8% |
| 3Y | -5.7% | +35.1% | -40.8% | -26.7% |
| 5Y | -73.9% | +126.8% | -200.8% | -86.0% |
| 10Y | -75.6% | +123.4% | -199.0% | -87.4% |
| All | -90.5% | +138.1% | -228.6% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling