-25.2%
MARA vs D
+17.3%
-42.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.7% |
| 7D | +13.8% | -0.4% | +14.3% | +13.8% |
| 30D | +24.7% | -2.1% | +26.8% | +24.4% |
| 3M | -10.4% | -0.7% | -9.7% | -11.2% |
| 6M | +37.6% | +5.6% | +32.1% | +33.2% |
| YTD | +32.7% | +14.6% | +18.2% | +25.0% |
| 1Y | -25.2% | +15.3% | -40.5% | -26.0% |
| All | -25.2% | +17.3% | -42.4% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling