-82.2%
MARA vs LIN
+424.2%
-506.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.6% |
| 7D | +10.1% | +2.1% | +8.0% | +8.0% |
| 30D | -15.1% | +6.8% | -21.8% | -21.1% |
| 3M | -24.1% | +10.4% | -34.5% | -32.2% |
| 6M | -45.2% | +3.2% | -48.3% | -48.4% |
| YTD | -22.2% | +24.6% | -46.8% | -40.2% |
| 1Y | -45.3% | +24.4% | -69.7% | -58.0% |
| 3Y | -23.9% | +36.7% | -60.6% | -48.1% |
| 5Y | -90.8% | +67.0% | -157.8% | -94.8% |
| All | -82.2% | +424.2% | -506.3% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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