+17.5%
MARA vs DFNS
-99.9%
+117.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.6% |
| 7D | +15.6% | +0.8% | +14.8% | +15.6% |
| 30D | +17.2% | -73.2% | +90.5% | +17.9% |
| 3M | -14.2% | -72.4% | +58.3% | -14.5% |
| 6M | +47.7% | -95.2% | +142.9% | +48.1% |
| YTD | +31.7% | -98.0% | +129.7% | +32.5% |
| 1Y | -22.2% | -98.3% | +76.1% | -21.6% |
| All | +17.5% | -99.9% | +117.4% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling