+481.6%
MARA vs DT
+100.3%
+381.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.3% |
| 7D | +5.9% | -1.6% | +7.5% | +6.9% |
| 30D | +24.3% | +3.0% | +21.2% | +20.5% |
| 3M | -12.0% | +26.5% | -38.5% | -28.2% |
| 6M | +40.1% | +35.9% | +4.2% | +4.5% |
| YTD | +33.4% | +17.8% | +15.6% | +9.1% |
| 1Y | -23.7% | +4.1% | -27.8% | -31.2% |
| 3Y | +19.0% | +5.3% | +13.7% | +1.5% |
| 5Y | -66.5% | -27.2% | -39.3% | -62.1% |
| All | +481.6% | +100.3% | +381.3% | +297.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling