-25.1%
MARA vs DT
+4.0%
-29.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | +6.0% | -3.3% | +9.3% | +6.8% |
| 30D | +0.6% | +2.0% | -1.4% | +0.2% |
| 3M | -18.5% | +20.0% | -38.5% | -22.5% |
| 6M | +21.7% | +39.3% | -17.5% | +8.8% |
| YTD | +25.9% | +19.8% | +6.2% | +20.3% |
| 1Y | -25.1% | +4.3% | -29.4% | -22.9% |
| All | -25.1% | +4.0% | -29.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling