-89.2%
MARA vs DECK
+27.7%
-117.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.0% | -7.8% |
| 7D | -6.5% | +10.4% | -16.9% | -12.8% |
| 30D | -38.5% | +11.1% | -49.6% | -43.0% |
| 3M | -41.5% | -10.8% | -30.8% | -38.3% |
| 6M | -41.9% | -8.7% | -33.2% | -41.0% |
| YTD | -23.5% | -14.0% | -9.5% | -21.6% |
| 1Y | -58.7% | +12.0% | -70.7% | -65.7% |
| 3Y | -27.0% | -10.5% | -16.5% | -44.7% |
| All | -89.2% | +27.7% | -117.0% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling