-23.7%
MARA vs BRKR
+75.9%
-99.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.1% | +4.9% |
| 7D | +5.9% | -8.7% | +14.6% | +8.8% |
| 30D | +24.3% | -9.9% | +34.1% | +28.4% |
| 3M | -12.0% | -3.1% | -8.9% | -12.0% |
| 6M | +40.1% | +45.5% | -5.4% | +22.3% |
| YTD | +33.4% | +13.7% | +19.7% | +20.9% |
| 1Y | -23.7% | +67.4% | -91.2% | -36.0% |
| All | -23.7% | +75.9% | -99.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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