-73.8%
MARA vs D
+36.4%
-110.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +15.6% | +0.8% | +14.9% | +15.5% |
| 30D | +17.2% | -0.7% | +18.0% | +17.4% |
| 3M | -14.2% | +2.1% | -16.2% | -14.7% |
| 6M | +47.7% | +6.8% | +40.9% | +44.7% |
| YTD | +31.7% | +16.5% | +15.2% | +26.5% |
| 1Y | -22.2% | +19.2% | -41.3% | -25.7% |
| 3Y | +8.4% | +61.9% | -53.4% | -4.6% |
| 5Y | -68.3% | +6.5% | -74.8% | -69.9% |
| All | -73.8% | +36.4% | -110.1% | -74.1% |
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