-23.7%
MARA vs LYV
-0.4%
-23.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -1.9% | +7.9% | +6.8% |
| 30D | +24.3% | -8.2% | +32.5% | +29.2% |
| 3M | -12.0% | -1.3% | -10.7% | -12.6% |
| 6M | +40.1% | +2.6% | +37.5% | +34.4% |
| YTD | +33.4% | +19.4% | +14.0% | +19.7% |
| 1Y | -23.7% | -2.2% | -21.5% | -25.7% |
| All | -23.7% | -0.4% | -23.3% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling