-57.7%
MARA vs BTDR
+23.3%
-81.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.8% |
| 7D | +13.8% | +14.8% | -1.0% | +7.7% |
| 30D | +24.7% | +41.8% | -17.1% | +8.8% |
| 3M | -10.4% | -29.2% | +18.7% | +1.7% |
| 6M | +37.6% | +66.2% | -28.5% | +8.5% |
| YTD | +32.7% | +10.0% | +22.7% | +22.2% |
| 1Y | -25.2% | -11.0% | -14.2% | -28.9% |
| 3Y | +9.3% | +6.9% | +2.3% | -20.9% |
| 5Y | -69.3% | +24.7% | -94.0% | -84.9% |
| All | -57.7% | +23.3% | -81.0% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling