-66.3%
MARA vs BX
+17.9%
-84.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +2.0% |
| 7D | +5.9% | -5.6% | +11.5% | +13.0% |
| 30D | +24.3% | -12.2% | +36.5% | +43.2% |
| 3M | -12.0% | +7.4% | -19.4% | -21.9% |
| 6M | +40.1% | +22.2% | +18.0% | +3.8% |
| YTD | +33.4% | -14.0% | +47.4% | +51.5% |
| 1Y | -23.7% | -27.3% | +3.6% | +6.6% |
| 3Y | +19.0% | +24.5% | -5.6% | -14.7% |
| All | -66.3% | +17.9% | -84.3% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling