-90.5%
MARA vs DPZ
+1,120.6%
-1,211.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.8% |
| 7D | +6.0% | -2.5% | +8.5% | +7.1% |
| 30D | +0.6% | -7.0% | +7.6% | +3.1% |
| 3M | -18.5% | +11.6% | -30.1% | -23.5% |
| 6M | +21.7% | -15.2% | +36.9% | +27.8% |
| YTD | +25.9% | -17.2% | +43.2% | +33.4% |
| 1Y | -25.1% | -24.8% | -0.3% | -17.9% |
| 3Y | -5.7% | -8.7% | +2.9% | -3.9% |
| 5Y | -73.9% | -28.9% | -45.0% | -71.7% |
| 10Y | -75.6% | +153.6% | -229.3% | -81.3% |
| All | -90.5% | +1,120.6% | -1,211.1% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling