-58.7%
MARA vs REGN
+45.3%
-104.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.7% |
| 7D | -6.5% | +14.4% | -21.0% | -7.4% |
| 30D | -38.5% | +28.1% | -66.6% | -40.3% |
| 3M | -41.5% | +22.5% | -64.0% | -43.0% |
| 6M | -41.9% | +31.6% | -73.5% | -43.4% |
| YTD | -23.5% | +21.0% | -44.5% | -23.9% |
| 1Y | -58.7% | +49.0% | -107.6% | -55.3% |
| All | -58.7% | +45.3% | -104.0% | -55.3% |
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