+147.1%
AMAT vs MARA
-90.4%
+237.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.2% |
| 7D | +11.4% | +10.1% | +1.3% | +9.4% |
| 30D | -17.0% | -15.1% | -2.0% | -14.5% |
| 3M | -30.6% | -24.1% | -6.5% | -27.6% |
| 6M | -14.9% | -45.2% | +30.2% | -6.2% |
| YTD | +44.7% | -22.2% | +66.8% | +48.4% |
| 1Y | +66.9% | -45.3% | +112.2% | +80.2% |
| 3Y | +153.3% | -23.9% | +177.2% | +125.4% |
| All | +147.1% | -90.4% | +237.5% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling