+8.4%
MARA vs DRI
+56.7%
-48.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.5% |
| 7D | +15.6% | -1.2% | +16.9% | +16.2% |
| 30D | +17.2% | -0.4% | +17.6% | +16.7% |
| 3M | -14.2% | +9.5% | -23.7% | -20.2% |
| 6M | +47.7% | +6.5% | +41.2% | +39.0% |
| YTD | +31.7% | +18.4% | +13.3% | +12.9% |
| 1Y | -22.2% | +4.2% | -26.4% | -27.2% |
| 3Y | +8.4% | +57.1% | -48.7% | -30.9% |
| All | +8.4% | +56.7% | -48.2% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling