-68.3%
MARA vs JD
-61.6%
-6.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.6% |
| 7D | +15.6% | -0.8% | +16.4% | +16.0% |
| 30D | +17.2% | -16.0% | +33.3% | +27.4% |
| 3M | -14.2% | -3.2% | -11.0% | -13.6% |
| 6M | +47.7% | +6.1% | +41.6% | +40.8% |
| YTD | +31.7% | -0.1% | +31.9% | +29.4% |
| 1Y | -22.2% | -12.7% | -9.4% | -17.7% |
| 3Y | +8.4% | -6.3% | +14.7% | +2.0% |
| 5Y | -68.3% | -61.3% | -6.9% | -41.9% |
| All | -68.3% | -61.6% | -6.7% | -41.9% |
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