+148.0%
ADBE vs MARA
-75.5%
+223.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -2.2% |
| 7D | -12.9% | -1.5% | -11.5% | -12.9% |
| 30D | -5.6% | +18.1% | -23.7% | -6.5% |
| 3M | +6.6% | -9.4% | +16.0% | +6.4% |
| 6M | -9.6% | +33.4% | -42.9% | -11.7% |
| YTD | -28.9% | +27.3% | -56.2% | -30.8% |
| 1Y | -28.9% | -27.9% | -1.0% | -29.2% |
| 3Y | -55.6% | +4.8% | -60.4% | -58.3% |
| 5Y | -62.2% | -68.0% | +5.8% | -64.6% |
| All | +148.0% | -75.5% | +223.5% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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