-66.3%
MARA vs BTDR
+20.7%
-87.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +3.3% |
| 7D | +5.9% | -3.4% | +9.3% | +7.4% |
| 30D | +24.3% | +32.6% | -8.3% | +11.5% |
| 3M | -12.0% | -32.2% | +20.3% | +1.7% |
| 6M | +40.1% | +52.4% | -12.2% | +14.4% |
| YTD | +33.4% | +6.7% | +26.7% | +24.3% |
| 1Y | -23.7% | -15.2% | -8.5% | -26.0% |
| 3Y | +19.0% | +14.9% | +4.1% | -14.0% |
| All | -66.3% | +20.7% | -87.0% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 5y: compounded portfolio wealth divided by compounded BTDR 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…
5y analysis · Full analysis span regression · 6 months rolling