-90.0%
MARA vs BRO
+470.3%
-560.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +5.0% |
| 7D | +5.9% | -7.3% | +13.2% | +11.3% |
| 30D | +24.3% | -6.9% | +31.1% | +29.6% |
| 3M | -12.0% | +10.7% | -22.6% | -22.3% |
| 6M | +40.1% | -2.7% | +42.8% | +34.7% |
| YTD | +33.4% | -16.3% | +49.7% | +42.8% |
| 1Y | -23.7% | -29.1% | +5.3% | -7.3% |
| 3Y | +19.0% | -7.8% | +26.8% | +9.2% |
| 5Y | -66.5% | +18.7% | -85.2% | -74.1% |
| 10Y | -73.4% | +291.9% | -365.3% | -90.8% |
| All | -90.0% | +470.3% | -560.2% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling