-90.1%
MARA vs DLR
+343.2%
-433.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.2% |
| 7D | +15.6% | +3.4% | +12.2% | +13.4% |
| 30D | +17.2% | -2.2% | +19.5% | +19.2% |
| 3M | -14.2% | +4.7% | -18.9% | -16.4% |
| 6M | +47.7% | +9.0% | +38.7% | +41.2% |
| YTD | +31.7% | +24.1% | +7.6% | +17.4% |
| 1Y | -22.2% | +20.9% | -43.1% | -29.5% |
| 3Y | +8.4% | +60.0% | -51.6% | -14.4% |
| 5Y | -68.3% | +35.3% | -103.6% | -73.5% |
| 10Y | -74.9% | +165.8% | -240.6% | -82.8% |
| All | -90.1% | +343.2% | -433.3% | -93.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling