-25.1%
MARA vs REGN
+46.5%
-71.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.2% |
| 7D | +6.0% | +4.2% | +1.8% | +5.1% |
| 30D | +0.6% | +7.8% | -7.2% | -0.9% |
| 3M | -18.5% | +31.8% | -50.3% | -23.0% |
| 6M | +21.7% | +5.4% | +16.4% | +21.2% |
| YTD | +25.9% | +7.7% | +18.3% | +25.2% |
| 1Y | -25.1% | +46.7% | -71.8% | -28.0% |
| All | -25.1% | +46.5% | -71.6% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling