-90.4%
MARA vs DVN
+17.4%
-107.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -5.1% |
| 7D | -1.5% | +2.5% | -4.0% | -2.6% |
| 30D | +18.1% | +10.2% | +7.9% | +13.0% |
| 3M | -9.4% | +8.1% | -17.5% | -13.9% |
| 6M | +33.4% | +15.9% | +17.5% | +20.8% |
| YTD | +27.3% | +38.2% | -11.0% | +6.1% |
| 1Y | -27.9% | +44.5% | -72.4% | -41.7% |
| 3Y | +4.8% | +5.1% | -0.4% | -3.3% |
| 5Y | -68.0% | +124.3% | -192.3% | -78.6% |
| 10Y | -74.7% | +65.9% | -140.6% | -85.7% |
| All | -90.4% | +17.4% | -107.8% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling