+13.5%
MARA vs HUBB
+43.6%
-30.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | -1.5% | -1.7% | +0.2% | +0.2% |
| 30D | +18.1% | -12.7% | +30.7% | +34.7% |
| 3M | -9.4% | -2.9% | -6.5% | -8.1% |
| 6M | +33.4% | -4.8% | +38.2% | +32.9% |
| YTD | +27.3% | +2.8% | +24.5% | +17.9% |
| 1Y | -27.9% | +3.5% | -31.5% | -33.6% |
| All | +13.5% | +43.6% | -30.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 3y: compounded portfolio wealth divided by compounded HUBB 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…
3y analysis · Full analysis span regression · 6 months rolling