-71.3%
MARA vs D
+5.6%
-76.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +6.0% | +1.5% | +4.5% | +5.7% |
| 30D | +0.6% | -2.6% | +3.2% | +1.2% |
| 3M | -18.5% | 0.0% | -18.5% | -18.8% |
| 6M | +21.7% | +7.4% | +14.4% | +18.6% |
| YTD | +25.9% | +15.9% | +10.1% | +20.3% |
| 1Y | -25.1% | +18.1% | -43.3% | -28.9% |
| 3Y | -5.7% | +58.4% | -64.1% | -18.5% |
| All | -71.3% | +5.6% | -76.9% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling