+1,607.1%
AMAT vs MARA
-75.5%
+1,682.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.9% |
| 7D | +4.2% | -1.5% | +5.6% | +4.3% |
| 30D | -13.5% | +18.1% | -31.6% | -14.8% |
| 3M | -8.6% | -9.4% | +0.9% | -8.1% |
| 6M | +31.6% | +33.4% | -1.8% | +28.4% |
| YTD | +77.3% | +27.3% | +50.0% | +73.0% |
| 1Y | +179.4% | -27.9% | +207.3% | +182.1% |
| 3Y | +215.0% | +4.8% | +210.3% | +196.7% |
| 5Y | +245.8% | -68.0% | +313.8% | +225.3% |
| All | +1,607.1% | -75.5% | +1,682.5% | +1,282.7% |
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