-88.7%
MARA vs LIN
+65.3%
-154.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.3% | +10.3% | +10.3% |
| 7D | +2.5% | +2.0% | +0.5% | +0.4% |
| 30D | -23.9% | +7.9% | -31.8% | -30.4% |
| 3M | -23.2% | +6.3% | -29.5% | -29.1% |
| 6M | -43.3% | +6.5% | -49.8% | -48.8% |
| YTD | -18.3% | +23.6% | -41.8% | -38.6% |
| 1Y | -52.9% | +25.7% | -78.6% | -65.5% |
| 3Y | -23.6% | +35.6% | -59.2% | -51.2% |
| 5Y | -88.7% | +65.9% | -154.5% | -94.6% |
| All | -88.7% | +65.3% | -154.0% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling