-8.5%
MARA vs DXCM
-17.7%
+9.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | +6.0% | -3.2% | +9.2% | +6.7% |
| 30D | +0.6% | +6.3% | -5.7% | -0.8% |
| 3M | -18.5% | +21.1% | -39.6% | -22.4% |
| 6M | +21.7% | +20.6% | +1.2% | +15.9% |
| YTD | +25.9% | +32.4% | -6.5% | +17.4% |
| 1Y | -25.1% | +8.8% | -34.0% | -27.5% |
| All | -8.5% | -17.7% | +9.2% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling