-87.4%
MARA vs DT
-37.8%
-49.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +10.1% | +3.1% | +6.9% | +7.5% |
| 30D | -15.1% | -29.5% | +14.5% | +8.2% |
| 3M | -24.1% | -11.7% | -12.4% | -20.1% |
| 6M | -45.2% | +29.0% | -74.2% | -59.3% |
| YTD | -22.2% | +3.4% | -25.5% | -33.4% |
| 1Y | -45.3% | -4.2% | -41.1% | -49.6% |
| 3Y | -23.9% | -12.8% | -11.0% | -29.1% |
| All | -87.4% | -37.8% | -49.6% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling