-87.4%
MARA vs BURL
-10.8%
-76.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -0.6% |
| 7D | +10.1% | -1.6% | +11.7% | +11.2% |
| 30D | -15.1% | -7.7% | -7.3% | -11.1% |
| 3M | -24.1% | -31.7% | +7.5% | -5.2% |
| 6M | -45.2% | -15.2% | -30.0% | -42.1% |
| YTD | -22.2% | -15.9% | -6.2% | -18.3% |
| 1Y | -45.3% | -14.2% | -31.1% | -45.0% |
| 3Y | -23.9% | +93.5% | -117.4% | -63.0% |
| All | -87.4% | -10.8% | -76.6% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling