-74.9%
MARA vs DAL
+128.9%
-203.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.6% |
| 7D | +15.6% | +3.4% | +12.3% | +12.9% |
| 30D | +17.2% | -13.6% | +30.8% | +29.0% |
| 3M | -14.2% | +1.2% | -15.4% | -15.2% |
| 6M | +47.7% | +34.5% | +13.2% | +18.2% |
| YTD | +31.7% | +14.7% | +17.1% | +16.6% |
| 1Y | -22.2% | +29.2% | -51.4% | -36.4% |
| 3Y | +8.4% | +100.0% | -91.5% | -34.8% |
| 5Y | -68.3% | +106.3% | -174.6% | -80.3% |
| 10Y | -74.9% | +126.4% | -201.2% | -85.4% |
| All | -74.9% | +128.9% | -203.7% | -85.4% |
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