-90.0%
MARA vs HUBB
+665.3%
-755.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +2.5% |
| 7D | +13.8% | +1.1% | +12.8% | +13.0% |
| 30D | +24.7% | -9.6% | +34.3% | +35.4% |
| 3M | -10.4% | -6.2% | -4.3% | -6.2% |
| 6M | +37.6% | -6.2% | +43.8% | +41.1% |
| YTD | +32.7% | +3.4% | +29.4% | +26.7% |
| 1Y | -25.2% | +5.3% | -30.5% | -29.4% |
| 3Y | +9.3% | +44.4% | -35.1% | -17.5% |
| 5Y | -69.3% | +152.4% | -221.7% | -84.4% |
| 10Y | -73.6% | +437.0% | -510.6% | -91.2% |
| All | -90.0% | +665.3% | -755.3% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling