-51.3%
MARA vs D
+11.2%
-62.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +6.7% |
| 7D | -6.2% | +3.0% | -9.2% | -3.6% |
| 30D | -38.7% | +11.5% | -50.2% | -33.1% |
| 3M | -40.4% | +3.7% | -44.1% | -38.1% |
| 6M | -51.3% | +13.5% | -64.8% | -48.2% |
| All | -51.3% | +11.2% | -62.5% | -48.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling