-82.1%
MARA vs BURL
+261.4%
-343.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.3% | +2.6% |
| 7D | +3.3% | +7.7% | -4.4% | -0.4% |
| 30D | -31.2% | -7.1% | -24.0% | -29.0% |
| 3M | -34.2% | -30.3% | -3.9% | -23.2% |
| 6M | -48.7% | -15.5% | -33.1% | -46.1% |
| YTD | -26.1% | -11.0% | -15.1% | -24.7% |
| 1Y | -58.2% | -8.4% | -49.7% | -58.8% |
| 3Y | -28.1% | +96.7% | -124.7% | -52.6% |
| 5Y | -91.3% | -14.1% | -77.2% | -92.1% |
| 10Y | -82.1% | +255.1% | -337.2% | -83.0% |
| All | -82.1% | +261.4% | -343.5% | -83.0% |
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