+18.4%
MARA vs DLR
+58.6%
-40.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +13.8% | +2.9% | +11.0% | +10.9% |
| 30D | +24.7% | -1.2% | +25.8% | +26.4% |
| 3M | -10.4% | +2.9% | -13.4% | -13.1% |
| 6M | +37.6% | +6.7% | +31.0% | +29.7% |
| YTD | +32.7% | +23.9% | +8.9% | +9.7% |
| 1Y | -25.2% | +18.6% | -43.8% | -35.8% |
| All | +18.4% | +58.6% | -40.3% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling