-25.1%
MARA vs DD
+41.5%
-66.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +6.0% | -3.5% | +9.5% | +8.7% |
| 30D | +0.6% | -10.3% | +10.9% | +8.8% |
| 3M | -18.5% | -7.5% | -11.0% | -13.7% |
| 6M | +21.7% | -8.0% | +29.7% | +28.6% |
| YTD | +25.9% | +10.5% | +15.5% | +15.7% |
| 1Y | -25.1% | +38.3% | -63.4% | -42.9% |
| All | -25.1% | +41.5% | -66.6% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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