-25.1%
MARA vs BX
-15.8%
-9.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.8% |
| 7D | +6.0% | -4.4% | +10.4% | +9.3% |
| 30D | +0.6% | +0.1% | +0.5% | -0.4% |
| 3M | -18.5% | +16.0% | -34.5% | -28.4% |
| 6M | +21.7% | +21.6% | +0.1% | +1.9% |
| YTD | +25.9% | -8.9% | +34.8% | +37.8% |
| 1Y | -25.1% | -16.6% | -8.5% | -10.4% |
| All | -25.1% | -15.8% | -9.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling