+8.4%
MARA vs MDB
-5.6%
+14.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.1% | +5.6% |
| 7D | +15.6% | -18.0% | +33.7% | +21.6% |
| 30D | +17.2% | -10.7% | +28.0% | +19.4% |
| 3M | -14.2% | +1.0% | -15.1% | -16.5% |
| 6M | +47.7% | +31.6% | +16.1% | +29.8% |
| YTD | +31.7% | -15.2% | +46.9% | +31.4% |
| 1Y | -22.2% | +10.1% | -32.3% | -29.2% |
| 3Y | +8.4% | -5.6% | +14.1% | +8.5% |
| All | +8.4% | -5.6% | +14.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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