-25.1%
MARA vs BR
-29.1%
+3.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -3.8% |
| 7D | +6.0% | -5.3% | +11.3% | +3.6% |
| 30D | +0.6% | +6.4% | -5.8% | +4.0% |
| 3M | -18.5% | +13.6% | -32.2% | -11.8% |
| 6M | +21.7% | -6.7% | +28.4% | +17.8% |
| YTD | +25.9% | -21.1% | +47.0% | +20.7% |
| 1Y | -25.1% | -29.6% | +4.4% | -26.3% |
| All | -25.1% | -29.1% | +3.9% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling