-94.0%
MARA vs DXCM
+3,158.9%
-3,252.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.5% |
| 7D | +22.4% | -3.6% | +26.1% | +23.7% |
| 30D | -21.0% | -4.3% | -16.7% | -20.2% |
| 3M | -25.3% | -10.4% | -14.9% | -23.1% |
| 6M | -43.4% | +33.1% | -76.5% | -50.5% |
| YTD | -19.8% | +22.6% | -42.5% | -27.7% |
| 1Y | -50.0% | +36.5% | -86.6% | -56.6% |
| 3Y | -25.1% | -13.5% | -11.6% | -30.8% |
| 5Y | -90.5% | -49.6% | -40.9% | -89.5% |
| 10Y | -80.4% | +399.5% | -479.9% | -87.3% |
| All | -94.0% | +3,158.9% | -3,252.8% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling