+37.6%
MARA vs DLTR
+3.4%
+34.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.3% | +0.2% |
| 7D | +13.8% | -10.2% | +24.1% | +12.3% |
| 30D | +24.7% | -8.5% | +33.2% | +23.3% |
| 3M | -10.4% | +5.6% | -16.0% | -12.3% |
| 6M | +37.6% | +2.2% | +35.5% | +34.2% |
| All | +37.6% | +3.4% | +34.3% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling