-83.3%
MARA vs JD
+48.3%
-131.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.3% |
| 7D | +6.0% | -1.7% | +7.7% | +6.7% |
| 30D | +0.6% | -13.2% | +13.8% | +6.6% |
| 3M | -18.5% | -3.2% | -15.3% | -18.0% |
| 6M | +21.7% | +15.2% | +6.5% | +12.5% |
| YTD | +25.9% | +2.0% | +24.0% | +23.1% |
| 1Y | -25.1% | -5.4% | -19.8% | -24.0% |
| 3Y | -5.7% | -9.1% | +3.4% | -8.5% |
| 5Y | -73.9% | -59.6% | -14.3% | -65.6% |
| 10Y | -75.6% | +26.2% | -101.9% | -76.6% |
| All | -83.3% | +48.3% | -131.6% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling