-90.5%
MARA vs DECK
+858.9%
-949.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.1% |
| 7D | +6.0% | -2.2% | +8.2% | +6.9% |
| 30D | +0.6% | -13.6% | +14.2% | +5.7% |
| 3M | -18.5% | -21.2% | +2.7% | -12.1% |
| 6M | +21.7% | -21.1% | +42.8% | +30.9% |
| YTD | +25.9% | -17.2% | +43.2% | +31.5% |
| 1Y | -25.1% | -30.7% | +5.6% | -17.4% |
| 3Y | -5.7% | -3.4% | -2.4% | -10.1% |
| 5Y | -73.9% | +25.5% | -99.5% | -77.5% |
| 10Y | -75.6% | +714.7% | -790.3% | -81.1% |
| All | -90.5% | +858.9% | -949.5% | -89.7% |
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