-73.6%
MARA vs BURL
+1,051.1%
-1,124.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.6% |
| 7D | +6.0% | -2.8% | +8.8% | +7.1% |
| 30D | +0.6% | -28.2% | +28.8% | +14.9% |
| 3M | -18.5% | -17.6% | -0.9% | -12.7% |
| 6M | +21.7% | -11.8% | +33.5% | +25.4% |
| YTD | +25.9% | -8.1% | +34.1% | +27.6% |
| 1Y | -25.1% | -12.0% | -13.2% | -24.2% |
| 3Y | -5.7% | +63.3% | -69.1% | -27.9% |
| 5Y | -73.9% | -10.8% | -63.1% | -76.1% |
| 10Y | -75.6% | +215.9% | -291.5% | -81.6% |
| All | -73.6% | +1,051.1% | -1,124.7% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling