+585.7%
MARA vs DFNS
-100.0%
+685.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -19.4% | +13.3% | -5.9% |
| 7D | +22.4% | -12.7% | +35.1% | +22.5% |
| 30D | -21.0% | -65.2% | +44.3% | -20.5% |
| 3M | -25.3% | -94.6% | +69.3% | -24.3% |
| 6M | -43.4% | -96.2% | +52.8% | -43.0% |
| YTD | -19.8% | -99.6% | +79.8% | -18.7% |
| 1Y | -50.0% | -99.7% | +49.7% | -49.3% |
| 3Y | -25.1% | -100.0% | +74.9% | -32.1% |
| 5Y | -90.5% | -100.0% | +9.5% | -91.2% |
| All | +585.7% | -100.0% | +685.7% | +553.4% |
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 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