-69.3%
MARA vs DLR
+40.9%
-110.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +13.8% | +2.9% | +11.0% | +10.8% |
| 30D | +24.7% | -1.2% | +25.8% | +26.5% |
| 3M | -10.4% | +2.9% | -13.4% | -13.4% |
| 6M | +37.6% | +6.7% | +31.0% | +29.0% |
| YTD | +32.7% | +23.9% | +8.9% | +8.1% |
| 1Y | -25.2% | +18.6% | -43.8% | -36.6% |
| 3Y | +9.3% | +59.7% | -50.4% | -32.5% |
| 5Y | -69.3% | +42.1% | -111.4% | -78.6% |
| All | -69.3% | +40.9% | -110.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling