-90.4%
MARA vs BX
+1,905.6%
-1,996.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -1.7% |
| 7D | -1.5% | -8.9% | +7.4% | +6.5% |
| 30D | +18.1% | -14.8% | +32.9% | +34.6% |
| 3M | -9.4% | +6.9% | -16.4% | -16.3% |
| 6M | +33.4% | +16.3% | +17.1% | +13.2% |
| YTD | +27.3% | -16.1% | +43.4% | +43.9% |
| 1Y | -27.9% | -26.8% | -1.2% | -8.1% |
| 3Y | +4.8% | +22.4% | -17.7% | -9.1% |
| 5Y | -68.0% | +16.0% | -84.0% | -68.7% |
| 10Y | -74.7% | +646.9% | -721.6% | -90.6% |
| All | -90.4% | +1,905.6% | -1,996.0% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling