+3,540.2%
AMAT vs MARA
-88.0%
+3,628.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.8% | +3.8% |
| 7D | -14.7% | -6.2% | -8.5% | -14.4% |
| 30D | -36.1% | -38.7% | +2.6% | -34.5% |
| 3M | -36.9% | -40.4% | +3.5% | -35.4% |
| 6M | -22.2% | -51.3% | +29.1% | -19.6% |
| YTD | +29.9% | -29.3% | +59.2% | +31.6% |
| 1Y | +43.3% | -60.2% | +103.5% | +48.6% |
| 3Y | +142.7% | -31.3% | +173.9% | +139.8% |
| 5Y | +126.2% | -90.1% | +216.3% | +128.2% |
| 10Y | +1,211.7% | -81.2% | +1,292.9% | +1,063.7% |
| All | +3,540.2% | -88.0% | +3,628.2% | +3,121.6% |
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