+7,228.2%
AMD vs MARA
-80.5%
+7,308.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.6% | +8.7% | +12.8% |
| 7D | +8.9% | +3.3% | +5.7% | +8.8% |
| 30D | -16.4% | -31.2% | +14.8% | -13.2% |
| 3M | +5.2% | -34.2% | +39.4% | +9.3% |
| 6M | +11.7% | -48.7% | +60.4% | +18.8% |
| YTD | +137.5% | -26.1% | +163.5% | +143.7% |
| 1Y | +117.8% | -58.2% | +175.9% | +133.8% |
| 3Y | +348.1% | -28.1% | +376.2% | +339.3% |
| 5Y | +241.5% | -91.3% | +332.8% | +252.4% |
| 10Y | +7,228.2% | -82.1% | +7,310.4% | +5,466.4% |
| All | +7,228.2% | -80.5% | +7,308.8% | +5,466.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling