-74.1%
MARA vs IDXX
+360.5%
-434.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.1% |
| 7D | +5.9% | -5.7% | +11.7% | +10.7% |
| 30D | +24.3% | -11.5% | +35.8% | +35.2% |
| 3M | -12.0% | -9.5% | -2.4% | -7.9% |
| 6M | +40.1% | -16.0% | +56.1% | +54.5% |
| YTD | +33.4% | -25.4% | +58.8% | +62.0% |
| 1Y | -23.7% | -21.8% | -2.0% | -12.6% |
| 3Y | +19.0% | +7.0% | +11.9% | -4.0% |
| 5Y | -66.5% | -26.0% | -40.5% | -63.0% |
| All | -74.1% | +360.5% | -434.6% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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