-90.5%
MARA vs BUD
+48.4%
-138.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +0.6% | -5.7% | +6.3% | +4.3% |
| 3M | -18.5% | +3.1% | -21.6% | -21.1% |
| 6M | +21.7% | +7.9% | +13.9% | +14.4% |
| YTD | +25.9% | +27.3% | -1.4% | +5.2% |
| 1Y | -25.1% | +37.8% | -63.0% | -41.5% |
| 3Y | -5.7% | +49.8% | -55.6% | -32.1% |
| 5Y | -73.9% | +43.8% | -117.8% | -80.6% |
| 10Y | -75.6% | -22.6% | -53.0% | -74.9% |
| All | -90.5% | +48.4% | -138.9% | -95.9% |
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