-94.2%
MARA vs DAR
+246.9%
-341.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.1% | -3.5% |
| 7D | +10.1% | +11.6% | -1.5% | +3.9% |
| 30D | -15.1% | -10.2% | -4.8% | -10.4% |
| 3M | -24.1% | -14.8% | -9.3% | -18.8% |
| 6M | -45.2% | -10.1% | -35.1% | -43.7% |
| YTD | -22.2% | +55.5% | -77.7% | -40.7% |
| 1Y | -45.3% | +61.7% | -107.0% | -59.3% |
| 3Y | -23.9% | +37.2% | -61.0% | -41.6% |
| 5Y | -90.8% | -26.9% | -63.9% | -89.8% |
| 10Y | -81.0% | +314.4% | -395.4% | -88.6% |
| All | -94.2% | +246.9% | -341.1% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling