-90.0%
MARA vs BRKR
+256.4%
-346.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.1% | +5.0% |
| 7D | +5.9% | -8.7% | +14.6% | +11.5% |
| 30D | +24.3% | -9.9% | +34.1% | +32.5% |
| 3M | -12.0% | -3.1% | -8.9% | -13.4% |
| 6M | +40.1% | +45.5% | -5.4% | +4.5% |
| YTD | +33.4% | +13.7% | +19.7% | +14.4% |
| 1Y | -23.7% | +67.4% | -91.2% | -50.4% |
| 3Y | +19.0% | -13.2% | +32.2% | +9.1% |
| 5Y | -66.5% | -39.5% | -27.0% | -59.6% |
| 10Y | -73.4% | +153.5% | -226.9% | -82.2% |
| All | -90.0% | +256.4% | -346.4% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling