-23.9%
MARA vs DT
-11.4%
-12.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +10.1% | +3.1% | +6.9% | +8.9% |
| 30D | -15.1% | -29.5% | +14.5% | -4.3% |
| 3M | -24.1% | -11.7% | -12.4% | -22.0% |
| 6M | -45.2% | +29.0% | -74.2% | -53.3% |
| YTD | -22.2% | +3.4% | -25.5% | -27.1% |
| 1Y | -45.3% | -4.2% | -41.1% | -46.3% |
| 3Y | -23.9% | -12.8% | -11.0% | -29.5% |
| All | -23.9% | -11.4% | -12.5% | -29.5% |
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