-90.5%
MARA vs OVV
-11.7%
-78.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.9% |
| 7D | +6.0% | +0.3% | +5.7% | +5.8% |
| 30D | +0.6% | +11.7% | -11.1% | -3.2% |
| 3M | -18.5% | +9.8% | -28.3% | -21.6% |
| 6M | +21.7% | +26.6% | -4.8% | +10.9% |
| YTD | +25.9% | +67.0% | -41.1% | +5.2% |
| 1Y | -25.1% | +55.9% | -81.1% | -36.5% |
| 3Y | -5.7% | +45.5% | -51.2% | -19.9% |
| 5Y | -73.9% | +157.3% | -231.3% | -81.0% |
| 10Y | -75.6% | +65.0% | -140.6% | -85.7% |
| All | -90.5% | -11.7% | -78.9% | -91.5% |
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