-58.7%
MARA vs DVA
+62.2%
-120.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.8% | -3.4% |
| 7D | -6.5% | +4.7% | -11.3% | -6.0% |
| 30D | -38.5% | +7.8% | -46.3% | -37.9% |
| 3M | -41.5% | -15.5% | -26.0% | -41.8% |
| 6M | -41.9% | +25.0% | -67.0% | -40.8% |
| YTD | -23.5% | +69.6% | -93.1% | -16.7% |
| 1Y | -58.7% | +60.6% | -119.3% | -54.8% |
| All | -58.7% | +62.2% | -120.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling