-90.5%
MARA vs DLR
+340.6%
-431.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +6.0% | +1.6% | +4.4% | +5.1% |
| 30D | +0.6% | -3.4% | +4.0% | +3.0% |
| 3M | -18.5% | +0.5% | -19.0% | -18.8% |
| 6M | +21.7% | +4.6% | +17.2% | +19.4% |
| YTD | +25.9% | +23.4% | +2.5% | +12.6% |
| 1Y | -25.1% | +19.0% | -44.2% | -31.6% |
| 3Y | -5.7% | +56.5% | -62.3% | -24.7% |
| 5Y | -73.9% | +33.3% | -107.3% | -78.1% |
| 10Y | -75.6% | +165.1% | -240.8% | -83.3% |
| All | -90.5% | +340.6% | -431.2% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling