+18.4%
MARA vs DD
+42.2%
-23.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.3% | +2.9% |
| 7D | +13.8% | -3.8% | +17.6% | +17.3% |
| 30D | +24.7% | -9.2% | +33.9% | +34.9% |
| 3M | -10.4% | -9.0% | -1.4% | -3.2% |
| 6M | +37.6% | -5.0% | +42.6% | +42.2% |
| YTD | +32.7% | +7.4% | +25.4% | +22.9% |
| 1Y | -25.2% | +35.1% | -60.3% | -43.8% |
| All | +18.4% | +42.2% | -23.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling