-74.1%
MARA vs NYT
+489.9%
-564.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.5% |
| 7D | +5.9% | -0.6% | +6.5% | +6.3% |
| 30D | +24.3% | +4.6% | +19.7% | +20.9% |
| 3M | -12.0% | -9.6% | -2.4% | -8.7% |
| 6M | +40.1% | -14.0% | +54.1% | +47.6% |
| YTD | +33.4% | -2.8% | +36.2% | +29.2% |
| 1Y | -23.7% | +15.6% | -39.3% | -35.0% |
| 3Y | +19.0% | +56.3% | -37.3% | -19.2% |
| 5Y | -66.5% | +39.5% | -106.0% | -76.2% |
| All | -74.1% | +489.9% | -564.0% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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