-82.2%
MARA vs OVV
+58.9%
-141.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.2% |
| 7D | +10.1% | +8.0% | +2.0% | +7.3% |
| 30D | -15.1% | -2.0% | -13.0% | -14.8% |
| 3M | -24.1% | +5.4% | -29.5% | -26.0% |
| 6M | -45.2% | +14.3% | -59.4% | -48.6% |
| YTD | -22.2% | +69.4% | -91.6% | -36.6% |
| 1Y | -45.3% | +72.4% | -117.7% | -55.8% |
| 3Y | -23.9% | +58.4% | -82.2% | -38.1% |
| 5Y | -90.8% | +106.1% | -196.9% | -93.0% |
| All | -82.2% | +58.9% | -141.0% | -89.0% |
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