-89.2%
MARA vs JD
-61.0%
-28.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.1% |
| 7D | +11.5% | +0.4% | +11.1% | +10.8% |
| 30D | -18.9% | +4.2% | -23.1% | -20.9% |
| 3M | -20.9% | -12.8% | -8.1% | -16.1% |
| 6M | -42.8% | -8.8% | -34.0% | -41.4% |
| YTD | -14.7% | +0.5% | -15.2% | -17.0% |
| 1Y | -47.6% | -8.8% | -38.9% | -46.4% |
| 3Y | -20.3% | +18.6% | -38.9% | -33.9% |
| 5Y | -89.2% | -62.2% | -26.9% | -79.9% |
| All | -89.2% | -61.0% | -28.1% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling