-82.2%
MARA vs DRI
+331.7%
-413.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +10.1% | +1.1% | +9.0% | +9.4% |
| 30D | -15.1% | +9.7% | -24.8% | -19.9% |
| 3M | -24.1% | +3.2% | -27.3% | -26.5% |
| 6M | -45.2% | +20.6% | -65.7% | -52.4% |
| YTD | -22.2% | +28.3% | -50.4% | -35.8% |
| 1Y | -45.3% | +34.5% | -79.8% | -56.4% |
| 3Y | -23.9% | +66.5% | -90.4% | -47.0% |
| 5Y | -90.8% | +79.6% | -170.4% | -93.4% |
| All | -82.2% | +331.7% | -413.9% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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