-66.3%
MARA vs HUBB
+157.3%
-223.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +3.0% |
| 7D | +5.9% | -0.1% | +6.0% | +6.0% |
| 30D | +24.3% | -10.0% | +34.2% | +38.8% |
| 3M | -12.0% | -1.6% | -10.4% | -11.8% |
| 6M | +40.1% | -3.1% | +43.2% | +37.8% |
| YTD | +33.4% | +4.6% | +28.8% | +21.4% |
| 1Y | -23.7% | +3.3% | -27.1% | -29.4% |
| 3Y | +19.0% | +46.6% | -27.6% | -25.4% |
| All | -66.3% | +157.3% | -223.7% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling