-75.0%
MARA vs LIN
+362.4%
-437.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.5% |
| 7D | +6.0% | -2.1% | +8.1% | +8.3% |
| 30D | +0.6% | -2.4% | +3.0% | +2.6% |
| 3M | -18.5% | -5.6% | -12.9% | -15.3% |
| 6M | +21.7% | -3.4% | +25.1% | +23.0% |
| YTD | +25.9% | +13.1% | +12.8% | +7.7% |
| 1Y | -25.1% | +2.5% | -27.6% | -29.5% |
| 3Y | -5.7% | +27.6% | -33.4% | -30.7% |
| 5Y | -73.9% | +63.0% | -137.0% | -84.6% |
| All | -75.0% | +362.4% | -437.4% | -93.3% |
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