-25.1%
MARA vs LYB
+25.6%
-50.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.4% |
| 7D | +6.0% | -0.2% | +6.2% | +5.9% |
| 30D | +0.6% | +8.7% | -8.1% | -0.1% |
| 3M | -18.5% | -3.0% | -15.5% | -17.6% |
| 6M | +21.7% | +4.7% | +17.0% | +13.9% |
| YTD | +25.9% | +51.6% | -25.6% | +1.6% |
| 1Y | -25.1% | +24.4% | -49.5% | -32.4% |
| All | -25.1% | +25.6% | -50.8% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling