-90.5%
MARA vs MDB
-38.6%
-52.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.2% |
| 7D | +22.4% | +11.6% | +10.9% | +16.4% |
| 30D | -21.0% | -8.9% | -12.0% | -16.9% |
| 3M | -25.3% | -22.4% | -2.9% | -18.6% |
| 6M | -43.4% | +10.1% | -53.5% | -50.3% |
| YTD | -19.8% | -19.0% | -0.8% | -21.2% |
| 1Y | -50.0% | -7.0% | -43.0% | -54.9% |
| 3Y | -25.1% | -9.8% | -15.2% | -41.9% |
| 5Y | -90.5% | -40.1% | -50.5% | -91.3% |
| All | -90.5% | -38.6% | -52.0% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling