-74.1%
MARA vs ZBH
-16.2%
-57.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.1% |
| 7D | +5.9% | -4.7% | +10.6% | +9.1% |
| 30D | +24.3% | -4.5% | +28.8% | +27.0% |
| 3M | -12.0% | +7.6% | -19.5% | -18.5% |
| 6M | +40.1% | +0.3% | +39.8% | +35.0% |
| YTD | +33.4% | +4.5% | +28.9% | +23.7% |
| 1Y | -23.7% | -9.4% | -14.4% | -23.7% |
| 3Y | +19.0% | -21.5% | +40.4% | +28.9% |
| 5Y | -66.5% | -28.4% | -38.1% | -60.3% |
| All | -74.1% | -16.2% | -57.9% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling