-31.3%
MARA vs D
+79.5%
-110.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.1% |
| 7D | -6.2% | +3.0% | -9.2% | -6.5% |
| 30D | -38.7% | +11.5% | -50.2% | -39.6% |
| 3M | -40.4% | +3.7% | -44.1% | -40.6% |
| 6M | -51.3% | +13.5% | -64.8% | -52.8% |
| YTD | -29.3% | +20.7% | -50.0% | -32.6% |
| 1Y | -60.2% | +18.2% | -78.4% | -61.9% |
| 3Y | -31.3% | +73.3% | -104.6% | -41.6% |
| All | -31.3% | +79.5% | -110.8% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling