-94.3%
MARA vs DECK
+895.8%
-990.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.0% | -6.3% |
| 7D | -6.5% | +10.4% | -16.9% | -10.2% |
| 30D | -38.5% | +11.1% | -49.6% | -41.1% |
| 3M | -41.5% | -10.8% | -30.8% | -39.6% |
| 6M | -41.9% | -8.7% | -33.2% | -41.2% |
| YTD | -23.5% | -14.0% | -9.5% | -21.7% |
| 1Y | -58.7% | +12.0% | -70.7% | -62.0% |
| 3Y | -27.0% | -10.5% | -16.5% | -28.3% |
| 5Y | -89.3% | +28.5% | -117.8% | -90.9% |
| 10Y | -79.7% | +923.3% | -1,002.9% | -84.4% |
| All | -94.3% | +895.8% | -990.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling