-74.1%
MARA vs BX
+673.1%
-747.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +2.4% |
| 7D | +5.9% | -5.6% | +11.5% | +11.8% |
| 30D | +24.3% | -12.2% | +36.5% | +39.9% |
| 3M | -12.0% | +7.4% | -19.4% | -19.9% |
| 6M | +40.1% | +22.2% | +18.0% | +10.6% |
| YTD | +33.4% | -14.0% | +47.4% | +49.1% |
| 1Y | -23.7% | -27.3% | +3.5% | +0.9% |
| 3Y | +19.0% | +24.5% | -5.6% | -2.8% |
| 5Y | -66.5% | +18.9% | -85.4% | -69.3% |
| All | -74.1% | +673.1% | -747.2% | -89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling