-90.5%
MARA vs DG
+223.6%
-314.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +6.0% | +8.4% | -2.4% | +3.7% |
| 30D | +0.6% | +4.9% | -4.3% | -0.8% |
| 3M | -18.5% | +29.3% | -47.9% | -24.7% |
| 6M | +21.7% | -11.3% | +33.0% | +24.4% |
| YTD | +25.9% | +1.8% | +24.2% | +24.4% |
| 1Y | -25.1% | +25.3% | -50.5% | -30.6% |
| 3Y | -5.7% | +9.1% | -14.8% | -13.5% |
| 5Y | -73.9% | -34.9% | -39.1% | -71.2% |
| 10Y | -75.6% | +108.2% | -183.8% | -77.0% |
| All | -90.5% | +223.6% | -314.2% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling