-58.7%
MARA vs DXCM
+44.8%
-103.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.6% | -10.7% | -4.6% |
| 7D | -6.5% | +12.5% | -19.1% | -7.9% |
| 30D | -38.5% | +1.8% | -40.3% | -38.5% |
| 3M | -41.5% | +1.8% | -43.3% | -41.6% |
| 6M | -41.9% | +47.4% | -89.3% | -49.3% |
| YTD | -23.5% | +33.3% | -56.8% | -29.3% |
| 1Y | -58.7% | +44.6% | -103.3% | -63.4% |
| All | -58.7% | +44.8% | -103.5% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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