-58.7%
MARA vs DLR
+11.0%
-69.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.6% | -7.1% |
| 7D | -6.5% | +2.8% | -9.4% | -9.6% |
| 30D | -38.5% | +2.8% | -41.3% | -40.3% |
| 3M | -41.5% | -4.0% | -37.5% | -38.6% |
| 6M | -41.9% | -5.6% | -36.3% | -35.8% |
| YTD | -23.5% | +21.9% | -45.4% | -41.0% |
| 1Y | -58.7% | +13.0% | -71.7% | -63.8% |
| All | -58.7% | +11.0% | -69.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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