-81.6%
MARA vs DAR
+307.1%
-388.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -7.3% |
| 7D | +22.4% | +9.2% | +13.3% | +15.9% |
| 30D | -21.0% | -12.3% | -8.7% | -14.6% |
| 3M | -25.3% | -12.7% | -12.6% | -20.5% |
| 6M | -43.4% | -12.8% | -30.6% | -40.7% |
| YTD | -19.8% | +53.8% | -73.6% | -41.6% |
| 1Y | -50.0% | +60.3% | -110.3% | -64.7% |
| 3Y | -25.1% | +31.7% | -56.8% | -44.5% |
| 5Y | -90.5% | -27.7% | -62.8% | -89.3% |
| All | -81.6% | +307.1% | -388.7% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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