-36.4%
MARA vs BURL
+89.8%
-126.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.9% | -11.5% | -13.2% |
| 7D | -18.0% | +3.5% | -21.5% | -19.2% |
| 30D | -46.4% | -9.3% | -37.1% | -44.3% |
| 3M | -47.7% | -32.1% | -15.6% | -38.8% |
| 6M | -51.6% | -19.8% | -31.8% | -48.4% |
| YTD | -34.5% | -13.2% | -21.3% | -33.2% |
| 1Y | -65.7% | -7.8% | -57.8% | -66.7% |
| All | -36.4% | +89.8% | -126.1% | -50.6% |
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 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