+19.0%
MARA vs LYB
-23.1%
+42.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.8% | +5.2% |
| 7D | +5.9% | +0.3% | +5.7% | +5.8% |
| 30D | +24.3% | +2.5% | +21.8% | +22.8% |
| 3M | -12.0% | +1.4% | -13.4% | -13.1% |
| 6M | +40.1% | -3.5% | +43.6% | +34.5% |
| YTD | +33.4% | +52.0% | -18.6% | -6.9% |
| 1Y | -23.7% | +22.1% | -45.8% | -38.0% |
| 3Y | +19.0% | -22.8% | +41.7% | +38.7% |
| All | +19.0% | -23.1% | +42.1% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling