-81.6%
MARA vs DAL
+108.8%
-190.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.2% | -0.8% | -2.4% |
| 7D | +22.4% | +1.4% | +21.1% | +21.5% |
| 30D | -21.0% | +9.1% | -30.0% | -25.7% |
| 3M | -25.3% | -3.5% | -21.8% | -23.9% |
| 6M | -43.4% | +23.4% | -66.8% | -51.5% |
| YTD | -19.8% | +26.0% | -45.9% | -33.5% |
| 1Y | -50.0% | +44.6% | -94.7% | -62.4% |
| 3Y | -25.1% | +162.7% | -187.8% | -62.4% |
| 5Y | -90.5% | +113.0% | -203.5% | -94.3% |
| All | -81.6% | +108.8% | -190.4% | -87.0% |
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