-94.7%
MARA vs OVV
-17.1%
-77.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.6% | +8.2% |
| 7D | -6.2% | -16.7% | +10.5% | -0.6% |
| 30D | -38.7% | -1.5% | -37.2% | -38.7% |
| 3M | -40.4% | +1.6% | -41.9% | -41.2% |
| 6M | -51.3% | +2.0% | -53.3% | -52.4% |
| YTD | -29.3% | +56.8% | -86.1% | -40.2% |
| 1Y | -60.2% | +64.8% | -125.1% | -67.0% |
| 3Y | -31.3% | +38.3% | -69.5% | -40.9% |
| 5Y | -90.1% | +84.9% | -174.9% | -92.1% |
| 10Y | -81.2% | +54.5% | -135.7% | -88.8% |
| All | -94.7% | -17.1% | -77.6% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling