-82.2%
MARA vs D
+48.0%
-130.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +10.1% | -1.4% | +11.4% | +10.4% |
| 30D | -15.1% | +7.7% | -22.8% | -16.6% |
| 3M | -24.1% | -0.3% | -23.8% | -24.3% |
| 6M | -45.2% | +10.1% | -55.2% | -46.8% |
| YTD | -22.2% | +19.1% | -41.2% | -25.9% |
| 1Y | -45.3% | +15.9% | -61.2% | -47.7% |
| 3Y | -23.9% | +75.0% | -98.9% | -34.5% |
| 5Y | -90.8% | +13.4% | -104.2% | -91.4% |
| All | -82.2% | +48.0% | -130.2% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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