-90.0%
MARA vs DTE
+366.0%
-456.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.1% |
| 7D | +13.8% | 0.0% | +13.8% | +13.9% |
| 30D | +24.7% | -0.5% | +25.2% | +24.8% |
| 3M | -10.4% | -6.0% | -4.4% | -8.6% |
| 6M | +37.6% | -7.2% | +44.9% | +41.1% |
| YTD | +32.7% | +7.2% | +25.6% | +28.1% |
| 1Y | -25.2% | +4.1% | -29.2% | -26.8% |
| 3Y | +9.3% | +46.9% | -37.6% | -7.4% |
| 5Y | -69.3% | +32.9% | -102.3% | -73.2% |
| 10Y | -73.6% | +144.5% | -218.1% | -81.8% |
| All | -90.0% | +366.0% | -456.0% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling