-31.3%
MARA vs BURL
+86.7%
-118.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.6% | +8.7% |
| 7D | -6.2% | +4.1% | -10.3% | -7.9% |
| 30D | -38.7% | -9.5% | -29.2% | -36.3% |
| 3M | -40.4% | -33.5% | -6.9% | -29.6% |
| 6M | -51.3% | -22.1% | -29.2% | -47.3% |
| YTD | -29.3% | -14.6% | -14.7% | -27.4% |
| 1Y | -60.2% | -8.4% | -51.9% | -61.4% |
| 3Y | -31.3% | +86.6% | -117.8% | -46.4% |
| All | -31.3% | +86.7% | -118.0% | -46.4% |
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