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  • OKLO vs MAR✓SelectedUSD · MAROKLO vs MAR performance historyLatest closeAs of-1.71%09/09
Stock and ETF performance explorer

OKLO vs MAR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+332.6%
MAR return
+158.8%
Excess return
+173.8%
Maximum drawdown
-78.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioMARExcessAlpha
1D-1.7%+0.8%-2.5%-2.0%
7D+7.7%-0.5%+8.2%+7.8%
30D-4.3%-4.7%+0.3%-2.8%
3M-24.6%-15.6%-9.0%-20.1%
6M-31.1%+1.2%-32.3%-31.8%
YTD-40.7%+7.5%-48.2%-42.7%
1Y-42.4%+26.6%-69.1%-48.0%
3Y+310.9%+66.0%+245.0%+264.4%
5Y+332.6%+154.1%+178.5%+281.0%
All+332.6%+158.8%+173.8%+281.0%

Cumulative growth

Daily Returns

Daily percentage return beside MAR.

Daily Out/Under-Performance

Portfolio return minus MAR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × MAR 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 5y: compounded portfolio wealth divided by compounded MAR 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…

5y analysis · Full analysis span regression · 6 months rolling