+13.5%
MARA vs DUOL
-8.7%
+22.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.4% | -5.3% |
| 7D | -1.5% | -8.6% | +7.1% | +0.9% |
| 30D | +18.1% | +7.2% | +10.9% | +14.5% |
| 3M | -9.4% | +19.1% | -28.5% | -16.6% |
| 6M | +33.4% | +52.5% | -19.1% | +11.8% |
| YTD | +27.3% | -17.3% | +44.6% | +30.1% |
| 1Y | -27.9% | -49.2% | +21.3% | -14.1% |
| All | +13.5% | -8.7% | +22.2% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling