-90.5%
MARA vs DAL
+746.2%
-836.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.5% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +0.6% | -13.9% | +14.5% | +9.2% |
| 3M | -18.5% | +1.1% | -19.6% | -19.2% |
| 6M | +21.7% | +26.2% | -4.5% | +6.0% |
| YTD | +25.9% | +16.4% | +9.5% | +13.7% |
| 1Y | -25.1% | +33.9% | -59.0% | -37.2% |
| 3Y | -5.7% | +93.4% | -99.1% | -34.8% |
| 5Y | -73.9% | +106.4% | -180.3% | -81.7% |
| 10Y | -75.6% | +143.0% | -218.6% | -83.3% |
| All | -90.5% | +746.2% | -836.7% | -92.8% |
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 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