-66.3%
MARA vs DKS
+13.6%
-80.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.0% |
| 7D | +5.9% | -3.0% | +8.9% | +7.5% |
| 30D | +24.3% | -33.4% | +57.6% | +48.1% |
| 3M | -12.0% | -39.4% | +27.4% | +9.8% |
| 6M | +40.1% | -30.1% | +70.2% | +57.0% |
| YTD | +33.4% | -31.0% | +64.4% | +50.8% |
| 1Y | -23.7% | -40.2% | +16.4% | -5.7% |
| 3Y | +19.0% | +30.9% | -12.0% | -27.3% |
| All | -66.3% | +13.6% | -80.0% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling