+203.0%
AMAT vs MARA
-4.6%
+207.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.7% |
| 7D | -1.5% | +6.0% | -7.5% | -2.6% |
| 30D | -14.8% | +0.6% | -15.4% | -15.4% |
| 3M | -9.3% | -18.5% | +9.2% | -6.9% |
| 6M | +27.4% | +21.7% | +5.6% | +22.6% |
| YTD | +77.6% | +25.9% | +51.6% | +68.6% |
| 1Y | +188.9% | -25.1% | +214.1% | +191.6% |
| All | +203.0% | -4.6% | +207.6% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling