-23.7%
MARA vs DD
+34.9%
-58.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | +5.9% | -3.5% | +9.4% | +8.6% |
| 30D | +24.3% | -11.7% | +35.9% | +35.8% |
| 3M | -12.0% | -9.2% | -2.7% | -5.7% |
| 6M | +40.1% | -7.2% | +47.3% | +46.6% |
| YTD | +33.4% | +6.6% | +26.8% | +24.5% |
| 1Y | -23.7% | +32.0% | -55.7% | -42.0% |
| All | -23.7% | +34.9% | -58.6% | -42.0% |
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