-79.2%
MARA vs DXCM
+412.4%
-491.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.1% |
| 7D | +11.5% | -9.2% | +20.7% | +15.8% |
| 30D | -18.9% | -6.5% | -12.4% | -17.2% |
| 3M | -20.9% | -10.3% | -10.6% | -18.3% |
| 6M | -42.8% | +35.4% | -78.2% | -51.3% |
| YTD | -14.7% | +21.1% | -35.8% | -23.9% |
| 1Y | -47.6% | +38.2% | -85.9% | -55.7% |
| 3Y | -20.3% | -14.6% | -5.7% | -27.7% |
| 5Y | -89.2% | -49.6% | -39.6% | -88.0% |
| 10Y | -79.2% | +393.1% | -472.3% | -84.9% |
| All | -79.2% | +412.4% | -491.6% | -84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling