-74.1%
MARA vs ODFL
+742.1%
-816.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.1% |
| 7D | +5.9% | -3.3% | +9.2% | +8.4% |
| 30D | +24.3% | -15.3% | +39.6% | +39.1% |
| 3M | -12.0% | -27.3% | +15.3% | +8.3% |
| 6M | +40.1% | -4.5% | +44.6% | +40.9% |
| YTD | +33.4% | +15.1% | +18.3% | +15.6% |
| 1Y | -23.7% | +21.1% | -44.8% | -37.0% |
| 3Y | +19.0% | -14.1% | +33.1% | +23.7% |
| 5Y | -66.5% | +26.6% | -93.1% | -72.6% |
| All | -74.1% | +742.1% | -816.2% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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