-94.7%
MARA vs D
+141.5%
-236.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.3% |
| 7D | -6.2% | +3.0% | -9.2% | -6.8% |
| 30D | -38.7% | +11.5% | -50.2% | -40.1% |
| 3M | -40.4% | +3.7% | -44.1% | -41.0% |
| 6M | -51.3% | +13.5% | -64.8% | -52.9% |
| YTD | -29.3% | +20.7% | -50.0% | -32.5% |
| 1Y | -60.2% | +18.2% | -78.4% | -61.9% |
| 3Y | -31.3% | +73.3% | -104.6% | -39.8% |
| 5Y | -90.1% | +12.3% | -102.3% | -90.6% |
| 10Y | -81.2% | +43.4% | -124.6% | -82.7% |
| All | -94.7% | +141.5% | -236.2% | -94.8% |
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