-47.6%
MARA vs BURL
-9.1%
-38.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +4.3% |
| 7D | +11.5% | -0.8% | +12.3% | +11.6% |
| 30D | -18.9% | -4.4% | -14.4% | -18.4% |
| 3M | -20.9% | -28.6% | +7.7% | -18.2% |
| 6M | -42.8% | -12.3% | -30.5% | -43.4% |
| YTD | -14.7% | -11.3% | -3.4% | -13.9% |
| 1Y | -47.6% | -10.4% | -37.2% | -46.6% |
| All | -47.6% | -9.1% | -38.6% | -46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling