-81.1%
MARA vs DECK
+874.1%
-955.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +8.6% |
| 7D | -6.2% | +5.8% | -12.0% | -9.5% |
| 30D | -38.7% | +7.9% | -46.6% | -41.6% |
| 3M | -40.4% | -11.4% | -29.0% | -37.3% |
| 6M | -51.3% | -16.6% | -34.7% | -47.9% |
| YTD | -29.3% | -16.4% | -12.9% | -26.3% |
| 1Y | -60.2% | +8.6% | -68.9% | -64.9% |
| 3Y | -31.3% | -15.1% | -16.2% | -35.5% |
| 5Y | -90.1% | +22.9% | -112.9% | -92.8% |
| All | -81.1% | +874.1% | -955.2% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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