-90.1%
MARA vs DD
+225.2%
-315.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +15.6% | -0.6% | +16.2% | +16.0% |
| 30D | +17.2% | -7.4% | +24.7% | +23.9% |
| 3M | -14.2% | -6.4% | -7.7% | -9.9% |
| 6M | +47.7% | -2.5% | +50.2% | +49.6% |
| YTD | +31.7% | +10.2% | +21.5% | +21.9% |
| 1Y | -22.2% | +36.9% | -59.1% | -38.8% |
| 3Y | +8.4% | +47.0% | -38.6% | -18.9% |
| 5Y | -68.3% | +63.1% | -131.4% | -76.4% |
| 10Y | -74.9% | +68.2% | -143.0% | -82.8% |
| All | -90.1% | +225.2% | -315.3% | -92.7% |
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