-43.4%
MARA vs JD
-11.2%
-32.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -6.2% |
| 7D | +22.4% | -4.0% | +26.5% | +21.7% |
| 30D | -21.0% | +2.7% | -23.6% | -20.9% |
| 3M | -25.3% | -13.0% | -12.3% | -25.8% |
| 6M | -43.4% | -12.7% | -30.7% | -43.5% |
| All | -43.4% | -11.2% | -32.2% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling