-74.1%
MARA vs HUBS
+323.9%
-398.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.3% |
| 7D | +5.9% | -9.0% | +14.9% | +12.1% |
| 30D | +24.3% | +7.2% | +17.0% | +15.9% |
| 3M | -12.0% | +20.9% | -32.8% | -30.2% |
| 6M | +40.1% | -13.0% | +53.2% | +27.3% |
| YTD | +33.4% | -43.8% | +77.3% | +56.9% |
| 1Y | -23.7% | -54.6% | +30.9% | +2.7% |
| 3Y | +19.0% | -58.5% | +77.4% | +63.0% |
| 5Y | -66.5% | -66.4% | -0.1% | -47.5% |
| All | -74.1% | +323.9% | -398.0% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling