-23.7%
MARA vs DG
+19.2%
-42.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.6% |
| 7D | +5.9% | -6.5% | +12.4% | +7.1% |
| 30D | +24.3% | +4.2% | +20.1% | +22.8% |
| 3M | -12.0% | +9.5% | -21.5% | -15.4% |
| 6M | +40.1% | -13.1% | +53.3% | +43.8% |
| YTD | +33.4% | -4.8% | +38.2% | +35.1% |
| 1Y | -23.7% | +20.6% | -44.4% | -27.4% |
| All | -23.7% | +19.2% | -42.9% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling