-68.0%
MARA vs DG
-39.4%
-28.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | -1.5% | -6.3% | +4.8% | -0.3% |
| 30D | +18.1% | +2.4% | +15.6% | +17.2% |
| 3M | -9.4% | +12.4% | -21.8% | -12.5% |
| 6M | +33.4% | -14.9% | +48.3% | +36.6% |
| YTD | +27.3% | -6.1% | +33.3% | +28.1% |
| 1Y | -27.9% | +17.9% | -45.8% | -31.1% |
| 3Y | +4.8% | +3.1% | +1.6% | +0.6% |
| 5Y | -68.0% | -38.7% | -29.4% | -59.2% |
| All | -68.0% | -39.4% | -28.6% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling