-93.6%
MARA vs DAL
+866.6%
-960.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.9% |
| 7D | +11.5% | +2.3% | +9.2% | +10.5% |
| 30D | -18.9% | +14.3% | -33.2% | -24.8% |
| 3M | -20.9% | +1.3% | -22.2% | -21.8% |
| 6M | -42.8% | +29.3% | -72.1% | -50.7% |
| YTD | -14.7% | +33.0% | -47.7% | -28.6% |
| 1Y | -47.6% | +59.8% | -107.5% | -60.5% |
| 3Y | -20.3% | +177.2% | -197.5% | -54.3% |
| 5Y | -89.2% | +118.4% | -207.5% | -92.7% |
| 10Y | -79.2% | +121.4% | -200.6% | -86.3% |
| All | -93.6% | +866.6% | -960.2% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling