-68.0%
MARA vs DBX
+8.4%
-76.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.2% |
| 7D | -1.5% | -1.8% | +0.4% | -0.2% |
| 30D | +18.1% | +2.8% | +15.2% | +14.2% |
| 3M | -9.4% | +26.8% | -36.2% | -30.0% |
| 6M | +33.4% | +32.8% | +0.6% | -6.2% |
| YTD | +27.3% | +26.1% | +1.2% | -6.2% |
| 1Y | -27.9% | +14.1% | -42.1% | -42.0% |
| 3Y | +4.8% | +25.7% | -21.0% | -34.8% |
| 5Y | -68.0% | +11.2% | -79.2% | -77.5% |
| All | -68.0% | +8.4% | -76.5% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling