-90.0%
MARA vs DUK
+241.5%
-331.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +13.8% | -0.1% | +14.0% | +13.9% |
| 30D | +24.7% | +0.2% | +24.4% | +24.6% |
| 3M | -10.4% | -1.9% | -8.6% | -10.5% |
| 6M | +37.6% | -6.5% | +44.2% | +38.1% |
| YTD | +32.7% | +5.4% | +27.3% | +32.0% |
| 1Y | -25.2% | +3.6% | -28.7% | -25.5% |
| 3Y | +9.3% | +48.1% | -38.9% | +3.5% |
| 5Y | -69.3% | +39.6% | -108.9% | -70.9% |
| 10Y | -73.6% | +131.8% | -205.4% | -75.5% |
| All | -90.0% | +241.5% | -331.6% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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