-58.7%
MARA vs DFNS
-99.6%
+41.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.3% | +14.3% | -3.5% |
| 7D | -6.5% | -27.7% | +21.1% | -5.6% |
| 30D | -38.5% | -58.0% | +19.5% | -37.0% |
| 3M | -41.5% | -94.0% | +52.5% | -37.4% |
| 6M | -41.9% | -94.6% | +52.7% | -13.1% |
| YTD | -23.5% | -99.4% | +75.9% | +100.6% |
| 1Y | -58.7% | -99.6% | +41.0% | +22.4% |
| All | -58.7% | -99.6% | +41.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling