-74.1%
MARA vs DG
+101.8%
-175.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.4% |
| 7D | +5.9% | -6.5% | +12.4% | +7.9% |
| 30D | +24.3% | +4.2% | +20.1% | +22.5% |
| 3M | -12.0% | +9.5% | -21.5% | -15.3% |
| 6M | +40.1% | -13.1% | +53.3% | +44.2% |
| YTD | +33.4% | -4.8% | +38.2% | +34.0% |
| 1Y | -23.7% | +20.6% | -44.4% | -29.2% |
| 3Y | +19.0% | +4.9% | +14.0% | +8.9% |
| 5Y | -66.5% | -37.9% | -28.6% | -60.9% |
| All | -74.1% | +101.8% | -175.9% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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