-23.7%
MARA vs REGN
+41.3%
-65.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.1% |
| 7D | +5.9% | -5.6% | +11.5% | +6.9% |
| 30D | +24.3% | -2.0% | +26.2% | +24.5% |
| 3M | -12.0% | +28.0% | -39.9% | -16.5% |
| 6M | +40.1% | +1.2% | +39.0% | +40.5% |
| YTD | +33.4% | +1.6% | +31.8% | +33.9% |
| 1Y | -23.7% | +38.2% | -62.0% | -25.6% |
| All | -23.7% | +41.3% | -65.1% | -25.6% |
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