-74.1%
MARA vs DKS
+203.5%
-277.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.2% |
| 7D | +5.9% | -3.0% | +8.9% | +7.1% |
| 30D | +24.3% | -33.4% | +57.6% | +40.8% |
| 3M | -12.0% | -39.4% | +27.4% | +2.9% |
| 6M | +40.1% | -30.1% | +70.2% | +53.1% |
| YTD | +33.4% | -31.0% | +64.4% | +46.8% |
| 1Y | -23.7% | -40.2% | +16.4% | -10.9% |
| 3Y | +19.0% | +30.9% | -12.0% | -3.3% |
| 5Y | -66.5% | +14.0% | -80.5% | -72.0% |
| All | -74.1% | +203.5% | -277.6% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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