-71.3%
MARA vs BURL
-11.0%
-60.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -4.2% |
| 7D | +6.0% | -2.8% | +8.8% | +7.6% |
| 30D | +0.6% | -28.2% | +28.8% | +22.7% |
| 3M | -18.5% | -17.6% | -0.9% | -10.0% |
| 6M | +21.7% | -11.8% | +33.5% | +26.2% |
| YTD | +25.9% | -8.1% | +34.1% | +26.9% |
| 1Y | -25.1% | -12.0% | -13.2% | -24.8% |
| 3Y | -5.7% | +63.3% | -69.1% | -43.6% |
| All | -71.3% | -11.0% | -60.3% | -76.9% |
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