-75.3%
MARA vs DRI
+348.7%
-424.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | -1.5% | -4.8% | +3.4% | +1.4% |
| 30D | +18.1% | -5.2% | +23.3% | +21.1% |
| 3M | -9.4% | +2.7% | -12.2% | -12.6% |
| 6M | +33.4% | +3.6% | +29.8% | +27.2% |
| YTD | +27.3% | +15.4% | +11.9% | +12.5% |
| 1Y | -27.9% | +1.3% | -29.2% | -31.5% |
| 3Y | +4.8% | +53.1% | -48.3% | -22.7% |
| 5Y | -68.0% | +64.6% | -132.6% | -75.8% |
| All | -75.3% | +348.7% | -424.0% | -87.2% |
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