-95.1%
MARA vs LIN
+487.7%
-582.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.7% | -13.7% | -13.8% |
| 7D | -18.0% | +3.6% | -21.6% | -20.9% |
| 30D | -46.4% | +6.4% | -52.8% | -49.7% |
| 3M | -47.7% | +6.5% | -54.2% | -51.3% |
| 6M | -51.6% | +4.9% | -56.5% | -55.0% |
| YTD | -34.5% | +23.4% | -58.0% | -48.1% |
| 1Y | -65.7% | +26.3% | -92.0% | -73.5% |
| 3Y | -37.5% | +38.0% | -75.5% | -56.2% |
| 5Y | -90.8% | +68.0% | -158.8% | -94.4% |
| 10Y | -82.6% | +437.1% | -519.7% | -95.3% |
| All | -95.1% | +487.7% | -582.7% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling