-58.7%
MARA vs DBX
+22.5%
-81.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.3% | -3.8% |
| 7D | -6.5% | -1.1% | -5.4% | -6.5% |
| 30D | -38.5% | +5.0% | -43.5% | -38.3% |
| 3M | -41.5% | +4.6% | -46.1% | -41.4% |
| 6M | -41.9% | +43.9% | -85.9% | -46.1% |
| YTD | -23.5% | +29.9% | -53.4% | -27.9% |
| 1Y | -58.7% | +24.6% | -83.3% | -60.3% |
| All | -58.7% | +22.5% | -81.2% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling