+8,471.9%
AMD vs MARA
-74.5%
+8,546.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.6% | +1.3% | +5.5% |
| 7D | +10.0% | +15.6% | -5.6% | +8.5% |
| 30D | +4.6% | +17.2% | -12.6% | +2.8% |
| 3M | +3.1% | -14.2% | +17.3% | +4.3% |
| 6M | +162.8% | +47.7% | +115.1% | +153.5% |
| YTD | +136.2% | +31.7% | +104.4% | +129.2% |
| 1Y | +234.0% | -22.2% | +256.2% | +237.9% |
| 3Y | +376.7% | +8.4% | +368.3% | +345.9% |
| 5Y | +376.3% | -68.3% | +444.6% | +349.1% |
| All | +8,471.9% | -74.5% | +8,546.4% | +6,682.8% |
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