+239.3%
MARA vs DT
+75.7%
+163.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +10.1% | +3.1% | +6.9% | +7.6% |
| 30D | -15.1% | -29.5% | +14.5% | +6.8% |
| 3M | -24.1% | -11.7% | -12.4% | -20.1% |
| 6M | -45.2% | +29.0% | -74.2% | -57.8% |
| YTD | -22.2% | +3.4% | -25.5% | -32.1% |
| 1Y | -45.3% | -4.2% | -41.1% | -49.2% |
| 3Y | -23.9% | -12.8% | -11.0% | -27.5% |
| 5Y | -90.8% | -39.6% | -51.2% | -88.5% |
| All | +239.3% | +75.7% | +163.6% | +147.2% |
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 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