-91.6%
MARA vs D
+12.5%
-104.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.3% |
| 7D | -6.2% | +3.0% | -9.2% | -6.9% |
| 30D | -38.7% | +11.5% | -50.2% | -40.4% |
| 3M | -40.4% | +3.7% | -44.1% | -41.0% |
| 6M | -51.3% | +13.5% | -64.8% | -53.4% |
| YTD | -29.3% | +20.7% | -50.0% | -33.7% |
| 1Y | -60.2% | +18.2% | -78.4% | -62.5% |
| 3Y | -31.3% | +73.3% | -104.6% | -43.8% |
| All | -91.6% | +12.5% | -104.0% | -91.4% |
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