-74.1%
MARA vs DVA
+187.8%
-261.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -1.3% | +7.3% | +6.5% |
| 30D | +24.3% | 0.0% | +24.2% | +23.9% |
| 3M | -12.0% | -10.9% | -1.0% | -9.3% |
| 6M | +40.1% | +17.3% | +22.8% | +26.8% |
| YTD | +33.4% | +59.8% | -26.4% | +1.1% |
| 1Y | -23.7% | +36.3% | -60.0% | -37.6% |
| 3Y | +19.0% | +88.6% | -69.6% | -19.3% |
| 5Y | -66.5% | +47.5% | -114.0% | -75.6% |
| All | -74.1% | +187.8% | -261.9% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling