-8.5%
MARA vs D
+63.9%
-72.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +6.0% | +1.5% | +4.5% | +5.8% |
| 30D | +0.6% | -2.6% | +3.2% | +1.0% |
| 3M | -18.5% | 0.0% | -18.5% | -18.8% |
| 6M | +21.7% | +7.4% | +14.4% | +19.1% |
| YTD | +25.9% | +15.9% | +10.1% | +21.2% |
| 1Y | -25.1% | +18.1% | -43.3% | -28.1% |
| All | -8.5% | +63.9% | -72.4% | -25.8% |
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