-81.6%
MARA vs BURL
+244.4%
-326.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.2% |
| 7D | +22.4% | +0.4% | +22.0% | +22.1% |
| 30D | -21.0% | -4.3% | -16.6% | -19.6% |
| 3M | -25.3% | -28.8% | +3.5% | -13.7% |
| 6M | -43.4% | -12.8% | -30.6% | -41.5% |
| YTD | -19.8% | -12.8% | -7.0% | -17.6% |
| 1Y | -50.0% | -12.3% | -37.8% | -49.7% |
| 3Y | -25.1% | +92.7% | -117.8% | -50.1% |
| 5Y | -90.5% | -6.5% | -84.0% | -91.6% |
| All | -81.6% | +244.4% | -326.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling