+4,875.0%
AMAT vs MARA
-78.7%
+4,953.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.4% |
| 7D | -1.5% | +6.0% | -7.5% | -1.8% |
| 30D | -14.8% | +0.6% | -15.4% | -15.0% |
| 3M | -9.3% | -18.5% | +9.2% | -8.5% |
| 6M | +27.4% | +21.7% | +5.6% | +26.0% |
| YTD | +77.6% | +25.9% | +51.6% | +75.0% |
| 1Y | +188.9% | -25.1% | +214.1% | +190.4% |
| 3Y | +202.3% | -5.7% | +208.0% | +192.7% |
| 5Y | +248.9% | -73.9% | +322.8% | +238.4% |
| 10Y | +1,585.2% | -75.6% | +1,660.8% | +1,359.1% |
| All | +4,875.0% | -78.7% | +4,953.6% | +4,181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling