-68.0%
MARA vs HBM
+336.0%
-404.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.5% | +3.4% | +0.1% |
| 7D | -1.5% | -3.7% | +2.3% | +0.6% |
| 30D | +18.1% | -3.7% | +21.7% | +21.3% |
| 3M | -9.4% | +8.0% | -17.4% | -13.8% |
| 6M | +33.4% | +15.8% | +17.6% | +18.8% |
| YTD | +27.3% | +34.4% | -7.1% | +3.1% |
| 1Y | -27.9% | +98.2% | -126.1% | -53.8% |
| 3Y | +4.8% | +476.6% | -471.8% | -70.1% |
| 5Y | -68.0% | +331.1% | -399.1% | -88.8% |
| All | -68.0% | +336.0% | -404.0% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling