-81.6%
MARA vs DPZ
+134.3%
-215.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.4% | -6.5% |
| 7D | +22.4% | -2.5% | +24.9% | +23.4% |
| 30D | -21.0% | +12.5% | -33.5% | -25.0% |
| 3M | -25.3% | -5.2% | -20.1% | -24.8% |
| 6M | -43.4% | +8.8% | -52.2% | -47.0% |
| YTD | -19.8% | -18.7% | -1.2% | -14.9% |
| 1Y | -50.0% | -15.7% | -34.4% | -47.9% |
| 3Y | -25.1% | -7.5% | -17.6% | -24.5% |
| 5Y | -90.5% | -30.1% | -60.4% | -89.8% |
| All | -81.6% | +134.3% | -215.9% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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