-74.1%
MARA vs DGX
+255.3%
-329.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.9% |
| 7D | +5.9% | -0.9% | +6.8% | +6.5% |
| 30D | +24.3% | -1.2% | +25.4% | +25.2% |
| 3M | -12.0% | +15.8% | -27.7% | -19.0% |
| 6M | +40.1% | +18.2% | +21.9% | +26.7% |
| YTD | +33.4% | +37.2% | -3.8% | +9.6% |
| 1Y | -23.7% | +30.4% | -54.1% | -35.9% |
| 3Y | +19.0% | +96.7% | -77.7% | -22.7% |
| 5Y | -66.5% | +67.2% | -133.6% | -76.4% |
| All | -74.1% | +255.3% | -329.4% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling