+19.0%
MARA vs BTG
+94.8%
-75.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +5.9% | -3.8% | +9.7% | +7.2% |
| 30D | +24.3% | +3.6% | +20.6% | +23.5% |
| 3M | -12.0% | +32.0% | -44.0% | -19.6% |
| 6M | +40.1% | +3.4% | +36.8% | +36.8% |
| YTD | +33.4% | +20.8% | +12.6% | +24.1% |
| 1Y | -23.7% | +22.4% | -46.2% | -30.0% |
| 3Y | +19.0% | +91.7% | -72.7% | -0.1% |
| All | +19.0% | +94.8% | -75.9% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling