-90.0%
MARA vs DE
+978.8%
-1,068.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +13.8% | -3.0% | +16.9% | +16.5% |
| 30D | +24.7% | +11.1% | +13.5% | +13.9% |
| 3M | -10.4% | +17.6% | -28.0% | -22.3% |
| 6M | +37.6% | +13.6% | +24.1% | +21.7% |
| YTD | +32.7% | +46.3% | -13.5% | -5.3% |
| 1Y | -25.2% | +44.2% | -69.3% | -46.5% |
| 3Y | +9.3% | +76.6% | -67.3% | -32.2% |
| 5Y | -69.3% | +98.2% | -167.6% | -81.9% |
| 10Y | -73.6% | +863.5% | -937.1% | -94.1% |
| All | -90.0% | +978.8% | -1,068.8% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling