-58.7%
MARA vs BRO
-3.6%
-55.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.5% | -1.6% |
| 7D | -6.5% | +12.4% | -19.0% | 0.0% |
| 30D | -38.5% | +21.6% | -60.1% | -31.2% |
| 3M | -41.5% | +4.3% | -45.9% | -39.0% |
| 6M | -41.9% | +29.2% | -71.1% | -36.7% |
| YTD | -23.5% | -6.4% | -17.1% | -22.2% |
| 1Y | -58.7% | -5.3% | -53.4% | -57.7% |
| All | -58.7% | -3.6% | -55.1% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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