+18.4%
MARA vs DT
+6.3%
+12.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.5% |
| 7D | +13.8% | -0.5% | +14.4% | +14.1% |
| 30D | +24.7% | +0.1% | +24.6% | +24.2% |
| 3M | -10.4% | +24.1% | -34.6% | -20.2% |
| 6M | +37.6% | +30.1% | +7.5% | +17.7% |
| YTD | +32.7% | +16.8% | +16.0% | +19.8% |
| 1Y | -25.2% | -0.1% | -25.1% | -25.7% |
| All | +18.4% | +6.3% | +12.1% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling