-58.0%
MARA vs DUOL
+3.5%
-61.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.2% | +9.8% | +6.7% |
| 7D | +15.6% | -7.8% | +23.4% | +19.4% |
| 30D | +17.2% | +11.8% | +5.4% | +10.2% |
| 3M | -14.2% | +24.1% | -38.3% | -24.9% |
| 6M | +47.7% | +43.6% | +4.1% | +19.5% |
| YTD | +31.7% | -16.6% | +48.3% | +33.2% |
| 1Y | -22.2% | -46.0% | +23.9% | -7.1% |
| 3Y | +8.4% | -6.5% | +14.9% | -16.1% |
| 5Y | -68.3% | -7.4% | -60.9% | -80.5% |
| All | -58.0% | +3.5% | -61.5% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling