-75.3%
MARA vs DLR
+172.7%
-248.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -2.7% |
| 7D | -1.5% | -1.3% | -0.2% | -0.5% |
| 30D | +18.1% | -2.9% | +20.9% | +20.9% |
| 3M | -9.4% | +3.2% | -12.7% | -11.5% |
| 6M | +33.4% | +3.9% | +29.5% | +30.6% |
| YTD | +27.3% | +21.4% | +5.8% | +12.6% |
| 1Y | -27.9% | +9.7% | -37.6% | -31.5% |
| 3Y | +4.8% | +56.5% | -51.8% | -20.6% |
| 5Y | -68.0% | +41.5% | -109.5% | -74.8% |
| All | -75.3% | +172.7% | -248.0% | -85.0% |
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