-57.5%
MARA vs DUOL
+1.6%
-59.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.2% |
| 7D | +5.9% | -7.0% | +12.9% | +8.7% |
| 30D | +24.3% | +6.7% | +17.6% | +19.1% |
| 3M | -12.0% | +16.0% | -28.0% | -20.8% |
| 6M | +40.1% | +45.4% | -5.3% | +12.6% |
| YTD | +33.4% | -18.1% | +51.5% | +35.6% |
| 1Y | -23.7% | -53.6% | +29.8% | -2.3% |
| 3Y | +19.0% | -11.0% | +29.9% | -5.8% |
| 5Y | -66.5% | -17.1% | -49.4% | -78.9% |
| All | -57.5% | +1.6% | -59.1% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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