+19.0%
MARA vs BR
-5.3%
+24.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +5.9% | -3.0% | +8.9% | +7.0% |
| 30D | +24.3% | -0.3% | +24.6% | +24.5% |
| 3M | -12.0% | +17.3% | -29.3% | -18.5% |
| 6M | +40.1% | -6.7% | +46.8% | +47.8% |
| YTD | +33.4% | -23.4% | +56.9% | +64.3% |
| 1Y | -23.7% | -32.7% | +8.9% | +7.2% |
| 3Y | +19.0% | -5.9% | +24.9% | +6.6% |
| All | +19.0% | -5.3% | +24.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling