-23.6%
MARA vs BURL
+94.5%
-118.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.3% | +11.8% | +11.1% |
| 7D | +2.5% | +5.9% | -3.3% | 0.0% |
| 30D | -23.9% | -8.3% | -15.6% | -21.3% |
| 3M | -23.2% | -31.6% | +8.4% | -10.5% |
| 6M | -43.3% | -16.6% | -26.7% | -40.6% |
| YTD | -18.3% | -12.1% | -6.2% | -17.1% |
| 1Y | -52.9% | -10.0% | -42.9% | -53.6% |
| 3Y | -23.6% | +94.3% | -117.9% | -41.0% |
| All | -23.6% | +94.5% | -118.1% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling