-74.1%
MARA vs DTE
+137.8%
-211.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +5.4% |
| 7D | +5.9% | -2.6% | +8.5% | +7.2% |
| 30D | +24.3% | -4.4% | +28.7% | +26.7% |
| 3M | -12.0% | -8.3% | -3.6% | -8.9% |
| 6M | +40.1% | -8.1% | +48.2% | +44.6% |
| YTD | +33.4% | +4.4% | +29.0% | +29.5% |
| 1Y | -23.7% | +0.2% | -23.9% | -24.4% |
| 3Y | +19.0% | +42.6% | -23.6% | -0.5% |
| 5Y | -66.5% | +31.5% | -97.9% | -71.3% |
| All | -74.1% | +137.8% | -211.9% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling