-74.1%
MARA vs LYV
+564.6%
-638.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -1.9% | +7.9% | +7.3% |
| 30D | +24.3% | -8.2% | +32.5% | +31.7% |
| 3M | -12.0% | -1.3% | -10.7% | -12.2% |
| 6M | +40.1% | +2.6% | +37.5% | +35.7% |
| YTD | +33.4% | +19.4% | +14.0% | +16.4% |
| 1Y | -23.7% | -2.2% | -21.5% | -24.4% |
| 3Y | +19.0% | +106.0% | -87.1% | -29.8% |
| 5Y | -66.5% | +97.7% | -164.1% | -78.5% |
| All | -74.1% | +564.6% | -638.7% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling