-94.2%
MARA vs BUD
+56.6%
-150.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.1% | -3.6% |
| 7D | +10.1% | +1.0% | +9.1% | +9.4% |
| 30D | -15.1% | +6.7% | -21.7% | -19.6% |
| 3M | -24.1% | +5.7% | -29.8% | -28.3% |
| 6M | -45.2% | +5.8% | -51.0% | -48.8% |
| YTD | -22.2% | +34.4% | -56.6% | -38.4% |
| 1Y | -45.3% | +33.3% | -78.6% | -56.7% |
| 3Y | -23.9% | +48.8% | -72.7% | -45.7% |
| 5Y | -90.8% | +52.5% | -143.3% | -93.5% |
| 10Y | -81.0% | -4.0% | -77.0% | -84.0% |
| All | -94.2% | +56.6% | -150.8% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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