+977.1%
MARA vs DFNS
-99.9%
+1,077.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | +6.0% | -16.0% | +22.0% | +6.1% |
| 30D | +0.6% | -77.7% | +78.3% | +1.2% |
| 3M | -18.5% | -77.2% | +58.7% | -18.7% |
| 6M | +21.7% | -95.2% | +116.9% | +22.1% |
| YTD | +25.9% | -98.0% | +123.9% | +26.7% |
| 1Y | -25.1% | -98.3% | +73.1% | -24.7% |
| 3Y | -5.7% | -99.9% | +94.1% | -15.1% |
| 5Y | -73.9% | -99.9% | +25.9% | -76.0% |
| All | +977.1% | -99.9% | +1,077.0% | +918.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling