-90.5%
MARA vs DXCM
+3,419.5%
-3,510.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.8% |
| 7D | +6.0% | -3.2% | +9.2% | +7.2% |
| 30D | +0.6% | +6.3% | -5.7% | -1.8% |
| 3M | -18.5% | +21.1% | -39.6% | -25.2% |
| 6M | +21.7% | +20.6% | +1.2% | +11.3% |
| YTD | +25.9% | +32.4% | -6.5% | +11.4% |
| 1Y | -25.1% | +8.8% | -34.0% | -29.8% |
| 3Y | -5.7% | -13.7% | +8.0% | -12.8% |
| 5Y | -73.9% | -35.2% | -38.8% | -72.9% |
| 10Y | -75.6% | +281.8% | -357.4% | -83.4% |
| All | -90.5% | +3,419.5% | -3,510.1% | -97.4% |
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