-90.5%
MARA vs D
+131.8%
-222.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +0.6% | -3.6% | +4.2% | +1.3% |
| 3M | -18.5% | -1.0% | -17.5% | -18.6% |
| 6M | +21.7% | +6.3% | +15.5% | +19.5% |
| YTD | +25.9% | +14.7% | +11.2% | +21.7% |
| 1Y | -25.1% | +16.9% | -42.1% | -28.0% |
| 3Y | -5.7% | +56.8% | -62.5% | -15.7% |
| 5Y | -73.9% | +5.2% | -79.1% | -75.1% |
| 10Y | -75.6% | +35.9% | -111.5% | -77.3% |
| All | -90.5% | +131.8% | -222.4% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling