-80.3%
MARA vs DAL
+128.3%
-208.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.1% | +10.2% |
| 7D | +2.5% | +10.7% | -8.2% | -4.5% |
| 30D | -23.9% | +12.5% | -36.5% | -30.0% |
| 3M | -23.2% | +3.6% | -26.9% | -25.6% |
| 6M | -43.3% | +26.7% | -70.0% | -52.3% |
| YTD | -18.3% | +34.3% | -52.5% | -35.2% |
| 1Y | -52.9% | +59.1% | -112.0% | -66.9% |
| 3Y | -23.6% | +179.9% | -203.5% | -63.4% |
| 5Y | -88.7% | +119.1% | -207.8% | -93.4% |
| 10Y | -80.3% | +125.6% | -205.9% | -86.8% |
| All | -80.3% | +128.3% | -208.6% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 10y: compounded portfolio wealth divided by compounded DAL 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…
10y analysis · Full analysis span regression · 6 months rolling