-74.1%
MARA vs DE
+863.9%
-938.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.1% |
| 7D | +5.9% | -2.6% | +8.5% | +8.0% |
| 30D | +24.3% | +9.0% | +15.2% | +15.1% |
| 3M | -12.0% | +19.1% | -31.1% | -24.8% |
| 6M | +40.1% | +14.4% | +25.7% | +22.8% |
| YTD | +33.4% | +45.9% | -12.5% | -5.5% |
| 1Y | -23.7% | +43.6% | -67.3% | -45.7% |
| 3Y | +19.0% | +75.9% | -56.9% | -27.0% |
| 5Y | -66.5% | +98.8% | -165.2% | -80.5% |
| All | -74.1% | +863.9% | -938.0% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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