+1,425.2%
AMAT vs MARA
-79.2%
+1,504.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.7% | +5.7% |
| 7D | +7.0% | +11.5% | -4.5% | +6.1% |
| 30D | -20.6% | -18.9% | -1.7% | -19.3% |
| 3M | -24.8% | -20.9% | -3.9% | -23.6% |
| 6M | -10.7% | -42.8% | +32.1% | -7.1% |
| YTD | +54.3% | -14.7% | +69.0% | +55.2% |
| 1Y | +73.7% | -47.6% | +121.4% | +80.3% |
| 3Y | +168.4% | -20.3% | +188.7% | +159.5% |
| 5Y | +167.6% | -89.2% | +256.7% | +167.4% |
| 10Y | +1,425.2% | -79.2% | +1,504.4% | +1,146.5% |
| All | +1,425.2% | -79.2% | +1,504.4% | +1,146.5% |
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