-58.7%
MARA vs DGX
+45.0%
-103.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.5% | -2.9% |
| 7D | -6.5% | +4.1% | -10.6% | -5.3% |
| 30D | -38.5% | +10.5% | -49.0% | -36.5% |
| 3M | -41.5% | +9.8% | -51.3% | -39.7% |
| 6M | -41.9% | +34.6% | -76.5% | -35.5% |
| YTD | -23.5% | +49.8% | -73.3% | -10.6% |
| 1Y | -58.7% | +46.0% | -104.7% | -52.2% |
| All | -58.7% | +45.0% | -103.6% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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