-91.6%
MARA vs BURL
-17.2%
-74.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.6% | +9.0% |
| 7D | -6.2% | +4.1% | -10.3% | -8.8% |
| 30D | -38.7% | -9.5% | -29.2% | -35.2% |
| 3M | -40.4% | -33.5% | -6.9% | -24.4% |
| 6M | -51.3% | -22.1% | -29.2% | -45.5% |
| YTD | -29.3% | -14.6% | -14.7% | -26.5% |
| 1Y | -60.2% | -8.4% | -51.9% | -61.8% |
| 3Y | -31.3% | +86.6% | -117.8% | -64.8% |
| All | -91.6% | -17.2% | -74.4% | -92.8% |
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