-74.9%
MARA vs OVV
+54.2%
-129.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.9% |
| 7D | +15.6% | -3.7% | +19.4% | +17.0% |
| 30D | +17.2% | +8.0% | +9.3% | +14.0% |
| 3M | -14.2% | +11.3% | -25.4% | -18.1% |
| 6M | +47.7% | +24.0% | +23.7% | +34.8% |
| YTD | +31.7% | +65.3% | -33.6% | +9.2% |
| 1Y | -22.2% | +60.2% | -82.3% | -35.2% |
| 3Y | +8.4% | +46.9% | -38.5% | -9.0% |
| 5Y | -68.3% | +158.7% | -227.0% | -77.1% |
| 10Y | -74.9% | +50.8% | -125.7% | -85.0% |
| All | -74.9% | +54.2% | -129.0% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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