-94.4%
MARA vs D
+140.3%
-234.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | -31.2% | +10.7% | -41.9% | -32.7% |
| 3M | -34.2% | +2.3% | -36.5% | -34.7% |
| 6M | -48.7% | +12.5% | -61.2% | -50.3% |
| YTD | -26.1% | +20.1% | -46.1% | -29.4% |
| 1Y | -58.2% | +15.6% | -73.7% | -59.7% |
| 3Y | -28.1% | +75.2% | -103.2% | -37.1% |
| 5Y | -91.3% | +14.6% | -105.9% | -91.8% |
| 10Y | -82.1% | +43.8% | -125.9% | -83.5% |
| All | -94.4% | +140.3% | -234.7% | -94.6% |
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