-93.9%
MARA vs DXCM
+3,100.0%
-3,193.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +12.0% | +11.0% |
| 7D | +2.5% | -3.7% | +6.2% | +3.6% |
| 30D | -23.9% | -5.0% | -19.0% | -23.0% |
| 3M | -23.2% | -8.8% | -14.4% | -21.4% |
| 6M | -43.3% | +31.9% | -75.1% | -50.2% |
| YTD | -18.3% | +20.4% | -38.7% | -25.8% |
| 1Y | -52.9% | +45.7% | -98.6% | -60.1% |
| 3Y | -23.6% | -15.0% | -8.6% | -29.0% |
| 5Y | -88.7% | -48.5% | -40.2% | -87.5% |
| 10Y | -80.3% | +411.2% | -491.6% | -87.2% |
| All | -93.9% | +3,100.0% | -3,193.9% | -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