-90.0%
MARA vs DKS
+264.5%
-354.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.5% |
| 7D | +13.8% | -2.9% | +16.7% | +15.1% |
| 30D | +24.7% | -37.7% | +62.4% | +44.5% |
| 3M | -10.4% | -38.9% | +28.5% | +3.8% |
| 6M | +37.6% | -31.1% | +68.7% | +50.9% |
| YTD | +32.7% | -31.8% | +64.6% | +46.4% |
| 1Y | -25.2% | -38.0% | +12.9% | -14.4% |
| 3Y | +9.3% | +28.6% | -19.4% | -9.3% |
| 5Y | -69.3% | +12.5% | -81.9% | -73.7% |
| 10Y | -73.6% | +198.3% | -271.9% | -82.7% |
| All | -90.0% | +264.5% | -354.6% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling