+136.6%
MARA vs DASH
+16.3%
+120.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | +0.6% |
| 7D | +6.0% | -10.6% | +16.6% | +14.0% |
| 30D | +0.6% | +2.2% | -1.5% | -1.6% |
| 3M | -18.5% | +32.3% | -50.8% | -34.5% |
| 6M | +21.7% | +19.1% | +2.6% | +2.7% |
| YTD | +25.9% | -6.5% | +32.5% | +24.8% |
| 1Y | -25.1% | -14.9% | -10.3% | -21.5% |
| 3Y | -5.7% | +151.9% | -157.7% | -55.5% |
| 5Y | -73.9% | +9.4% | -83.4% | -82.3% |
| All | +136.6% | +16.3% | +120.3% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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