+449.0%
MARA vs DT
+103.5%
+345.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.3% |
| 7D | +6.0% | -3.3% | +9.3% | +8.7% |
| 30D | +0.6% | +2.0% | -1.4% | -1.7% |
| 3M | -18.5% | +20.0% | -38.5% | -30.6% |
| 6M | +21.7% | +39.3% | -17.5% | -11.1% |
| YTD | +25.9% | +19.8% | +6.2% | +2.1% |
| 1Y | -25.1% | +4.3% | -29.4% | -32.6% |
| 3Y | -5.7% | +7.7% | -13.4% | -20.8% |
| 5Y | -73.9% | -26.8% | -47.1% | -70.6% |
| All | +449.0% | +103.5% | +345.5% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling