-94.2%
MARA vs DD
+280.8%
-375.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | +10.1% | +5.0% | +5.1% | +6.3% |
| 30D | -15.1% | +19.7% | -34.8% | -25.0% |
| 3M | -24.1% | +7.2% | -31.3% | -27.5% |
| 6M | -45.2% | +1.0% | -46.2% | -45.3% |
| YTD | -22.2% | +29.1% | -51.3% | -35.3% |
| 1Y | -45.3% | +28.5% | -73.8% | -54.4% |
| 3Y | -23.9% | +89.4% | -113.3% | -52.0% |
| 5Y | -90.8% | +67.1% | -157.9% | -93.4% |
| 10Y | -81.0% | +97.5% | -178.5% | -88.4% |
| All | -94.2% | +280.8% | -375.0% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling