+1,035.2%
MARA vs DFNS
-99.9%
+1,135.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.8% |
| 7D | +13.8% | +4.6% | +9.2% | +13.8% |
| 30D | +24.7% | -73.9% | +98.6% | +25.3% |
| 3M | -10.4% | -71.7% | +61.3% | -10.7% |
| 6M | +37.6% | -94.6% | +132.2% | +38.1% |
| YTD | +32.7% | -98.1% | +130.8% | +33.5% |
| 1Y | -25.2% | -98.3% | +73.1% | -24.7% |
| 3Y | +9.3% | -99.9% | +109.1% | -1.6% |
| 5Y | -69.3% | -99.9% | +30.5% | -71.8% |
| All | +1,035.2% | -99.9% | +1,135.1% | +973.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling