-73.6%
MARA vs DXCM
+253.0%
-326.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.1% |
| 7D | +13.8% | -6.5% | +20.3% | +16.8% |
| 30D | +24.7% | -4.3% | +29.0% | +26.5% |
| 3M | -10.4% | +7.3% | -17.7% | -14.9% |
| 6M | +37.6% | +22.0% | +15.6% | +23.1% |
| YTD | +32.7% | +26.4% | +6.4% | +17.2% |
| 1Y | -25.2% | +7.0% | -32.2% | -30.2% |
| 3Y | +9.3% | -19.6% | +28.9% | +2.1% |
| 5Y | -69.3% | -39.3% | -30.1% | -67.6% |
| 10Y | -73.6% | +260.9% | -334.5% | -79.6% |
| All | -73.6% | +253.0% | -326.6% | -79.6% |
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