-81.6%
MARA vs JD
+29.5%
-111.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.4% |
| 7D | +22.4% | -4.0% | +26.5% | +24.9% |
| 30D | -21.0% | +2.7% | -23.6% | -22.3% |
| 3M | -25.3% | -13.0% | -12.3% | -20.6% |
| 6M | -43.4% | -12.7% | -30.7% | -40.7% |
| YTD | -19.8% | -0.8% | -19.0% | -21.4% |
| 1Y | -50.0% | -8.9% | -41.1% | -48.7% |
| 3Y | -25.1% | +17.0% | -42.1% | -37.3% |
| 5Y | -90.5% | -63.5% | -27.0% | -86.3% |
| All | -81.6% | +29.5% | -111.1% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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