-74.1%
MARA vs HBM
+619.2%
-693.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.1% |
| 7D | +5.9% | -3.3% | +9.2% | +7.7% |
| 30D | +24.3% | -4.8% | +29.1% | +28.1% |
| 3M | -12.0% | -0.4% | -11.6% | -12.3% |
| 6M | +40.1% | +17.9% | +22.2% | +25.3% |
| YTD | +33.4% | +33.7% | -0.3% | +11.0% |
| 1Y | -23.7% | +95.6% | -119.3% | -48.1% |
| 3Y | +19.0% | +458.1% | -439.2% | -57.0% |
| 5Y | -66.5% | +329.0% | -395.5% | -86.5% |
| All | -74.1% | +619.2% | -693.2% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling