-74.1%
MARA vs DD
+66.6%
-140.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | +5.9% | -3.5% | +9.4% | +9.2% |
| 30D | +24.3% | -11.7% | +35.9% | +38.1% |
| 3M | -12.0% | -9.2% | -2.7% | -4.5% |
| 6M | +40.1% | -7.2% | +47.3% | +48.1% |
| YTD | +33.4% | +6.6% | +26.8% | +24.4% |
| 1Y | -23.7% | +32.0% | -55.7% | -41.5% |
| 3Y | +19.0% | +42.1% | -23.2% | -15.4% |
| 5Y | -66.5% | +58.1% | -124.5% | -76.6% |
| All | -74.1% | +66.6% | -140.7% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling