-90.0%
MARA vs BR
+891.8%
-981.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +13.8% | -5.0% | +18.9% | +17.7% |
| 30D | +24.7% | -2.5% | +27.1% | +26.7% |
| 3M | -10.4% | +13.5% | -23.9% | -19.8% |
| 6M | +37.6% | -9.4% | +47.1% | +43.2% |
| YTD | +32.7% | -23.3% | +56.0% | +53.0% |
| 1Y | -25.2% | -31.6% | +6.4% | -6.2% |
| 3Y | +9.3% | -5.1% | +14.3% | +7.3% |
| 5Y | -69.3% | +8.2% | -77.5% | -71.8% |
| 10Y | -73.6% | +189.8% | -263.4% | -82.6% |
| All | -90.0% | +891.8% | -981.8% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling