-25.1%
MARA vs DBX
+20.4%
-45.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.4% |
| 7D | +6.0% | -2.4% | +8.4% | +6.0% |
| 30D | +0.6% | -0.5% | +1.1% | +0.8% |
| 3M | -18.5% | +28.1% | -46.6% | -21.4% |
| 6M | +21.7% | +33.1% | -11.3% | +14.3% |
| YTD | +25.9% | +25.3% | +0.7% | +19.1% |
| 1Y | -25.1% | +18.3% | -43.5% | -26.8% |
| All | -25.1% | +20.4% | -45.6% | -26.8% |
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