-90.0%
MARA vs ITUB
+209.9%
-299.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +2.2% |
| 7D | +13.8% | 0.0% | +13.8% | +13.9% |
| 30D | +24.7% | +2.6% | +22.1% | +22.8% |
| 3M | -10.4% | +8.4% | -18.9% | -13.8% |
| 6M | +37.6% | -0.5% | +38.2% | +38.0% |
| YTD | +32.7% | +15.3% | +17.5% | +23.4% |
| 1Y | -25.2% | +28.7% | -53.9% | -34.3% |
| 3Y | +9.3% | +118.7% | -109.4% | -26.5% |
| 5Y | -69.3% | +182.7% | -252.0% | -81.9% |
| 10Y | -73.6% | +207.6% | -281.2% | -85.3% |
| All | -90.0% | +209.9% | -299.9% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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