-90.0%
MARA vs HBM
+200.7%
-290.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +13.8% | +5.5% | +8.3% | +11.2% |
| 30D | +24.7% | +3.3% | +21.4% | +23.6% |
| 3M | -10.4% | +12.7% | -23.1% | -15.2% |
| 6M | +37.6% | +28.2% | +9.4% | +20.7% |
| YTD | +32.7% | +45.3% | -12.6% | +9.5% |
| 1Y | -25.2% | +121.7% | -146.9% | -49.1% |
| 3Y | +9.3% | +523.5% | -514.3% | -56.2% |
| 5Y | -69.3% | +393.9% | -463.3% | -86.6% |
| 10Y | -73.6% | +647.9% | -721.5% | -91.3% |
| All | -90.0% | +200.7% | -290.7% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling