-8.5%
MARA vs BURL
+66.7%
-75.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.7% |
| 7D | +6.0% | -2.8% | +8.8% | +7.2% |
| 30D | +0.6% | -28.2% | +28.8% | +16.3% |
| 3M | -18.5% | -17.6% | -0.9% | -12.5% |
| 6M | +21.7% | -11.8% | +33.5% | +24.8% |
| YTD | +25.9% | -8.1% | +34.1% | +26.5% |
| 1Y | -25.1% | -12.0% | -13.2% | -24.6% |
| All | -8.5% | +66.7% | -75.2% | -38.2% |
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 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