-90.0%
MARA vs DVA
+329.3%
-419.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.1% |
| 7D | +13.8% | +2.0% | +11.8% | +12.9% |
| 30D | +24.7% | -0.4% | +25.1% | +24.5% |
| 3M | -10.4% | -7.7% | -2.8% | -9.0% |
| 6M | +37.6% | +20.0% | +17.7% | +23.2% |
| YTD | +32.7% | +61.1% | -28.3% | +0.1% |
| 1Y | -25.2% | +33.9% | -59.0% | -38.4% |
| 3Y | +9.3% | +91.5% | -82.3% | -26.5% |
| 5Y | -69.3% | +41.8% | -111.1% | -77.2% |
| 10Y | -73.6% | +187.5% | -261.1% | -86.9% |
| All | -90.0% | +329.3% | -419.4% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling