-74.1%
MARA vs ZBRA
+435.2%
-509.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +3.5% |
| 7D | +5.9% | -3.4% | +9.3% | +8.4% |
| 30D | +24.3% | -7.4% | +31.7% | +31.0% |
| 3M | -12.0% | +57.5% | -69.5% | -39.7% |
| 6M | +40.1% | +64.0% | -23.9% | -8.5% |
| YTD | +33.4% | +44.3% | -10.9% | -6.3% |
| 1Y | -23.7% | +10.9% | -34.6% | -34.8% |
| 3Y | +19.0% | +37.5% | -18.6% | -16.1% |
| 5Y | -66.5% | -39.7% | -26.8% | -57.0% |
| All | -74.1% | +435.2% | -509.3% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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