-82.2%
MARA vs DLR
+188.2%
-270.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -1.5% |
| 7D | +10.1% | +3.3% | +6.8% | +7.5% |
| 30D | -15.1% | +4.6% | -19.7% | -17.3% |
| 3M | -24.1% | -8.3% | -15.8% | -18.3% |
| 6M | -45.2% | -5.6% | -39.5% | -42.6% |
| YTD | -22.2% | +18.7% | -40.9% | -29.7% |
| 1Y | -45.3% | +17.1% | -62.4% | -50.0% |
| 3Y | -23.9% | +54.4% | -78.2% | -41.5% |
| 5Y | -90.8% | +36.5% | -127.3% | -92.6% |
| All | -82.2% | +188.2% | -270.4% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling