-23.6%
MARA vs DXCM
-14.6%
-9.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +12.0% | +10.8% |
| 7D | +2.5% | -3.7% | +6.2% | +3.1% |
| 30D | -23.9% | -5.0% | -19.0% | -23.4% |
| 3M | -23.2% | -8.8% | -14.4% | -22.2% |
| 6M | -43.3% | +31.9% | -75.1% | -47.5% |
| YTD | -18.3% | +20.4% | -38.7% | -22.6% |
| 1Y | -52.9% | +45.7% | -98.6% | -57.1% |
| 3Y | -23.6% | -15.0% | -8.6% | -4.2% |
| All | -23.6% | -14.6% | -9.0% | -4.2% |
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