+4,068.0%
AMAT vs MARA
-86.4%
+4,154.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.4% | -3.3% |
| 7D | +19.3% | +22.4% | -3.1% | +18.2% |
| 30D | -17.9% | -21.0% | +3.0% | -17.0% |
| 3M | -30.4% | -25.3% | -5.1% | -29.5% |
| 6M | -11.4% | -43.4% | +31.9% | -9.1% |
| YTD | +48.8% | -19.8% | +68.6% | +49.8% |
| 1Y | +66.0% | -50.0% | +116.1% | +70.4% |
| 3Y | +158.8% | -25.1% | +183.9% | +154.6% |
| 5Y | +153.2% | -90.5% | +243.7% | +155.1% |
| 10Y | +1,370.6% | -80.4% | +1,451.1% | +1,198.1% |
| All | +4,068.0% | -86.4% | +4,154.4% | +3,566.2% |
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