-74.1%
MARA vs DVN
+69.2%
-143.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +5.9% | +4.5% | +1.4% | +3.7% |
| 30D | +24.3% | +12.0% | +12.3% | +17.7% |
| 3M | -12.0% | +13.4% | -25.4% | -18.3% |
| 6M | +40.1% | +12.1% | +28.0% | +28.2% |
| YTD | +33.4% | +38.8% | -5.4% | +9.4% |
| 1Y | -23.7% | +46.0% | -69.8% | -39.6% |
| 3Y | +19.0% | +9.5% | +9.5% | +6.7% |
| 5Y | -66.5% | +125.3% | -191.7% | -78.4% |
| All | -74.1% | +69.2% | -143.3% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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