-90.5%
MARA vs LIN
+438.4%
-529.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.6% |
| 7D | +6.0% | -2.1% | +8.1% | +8.1% |
| 30D | +0.6% | -2.4% | +3.0% | +2.4% |
| 3M | -18.5% | -5.6% | -12.9% | -15.6% |
| 6M | +21.7% | -3.4% | +25.1% | +23.0% |
| YTD | +25.9% | +13.1% | +12.8% | +9.3% |
| 1Y | -25.1% | +2.5% | -27.6% | -29.1% |
| 3Y | -5.7% | +27.6% | -33.4% | -28.4% |
| 5Y | -73.9% | +63.0% | -137.0% | -83.6% |
| 10Y | -75.6% | +359.3% | -434.9% | -92.5% |
| All | -90.5% | +438.4% | -529.0% | -97.1% |
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