-74.1%
MARA vs DLTR
+45.3%
-119.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | +5.9% | -10.1% | +16.0% | +9.7% |
| 30D | +24.3% | -8.1% | +32.4% | +27.0% |
| 3M | -12.0% | +2.9% | -14.8% | -14.4% |
| 6M | +40.1% | +4.3% | +35.8% | +33.6% |
| YTD | +33.4% | -3.9% | +37.3% | +31.2% |
| 1Y | -23.7% | +18.9% | -42.6% | -31.4% |
| 3Y | +19.0% | +1.9% | +17.1% | +9.3% |
| 5Y | -66.5% | +31.0% | -97.5% | -71.6% |
| All | -74.1% | +45.3% | -119.4% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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