+199.0%
AMD vs MARA
-90.9%
+290.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.0% | +3.0% | +9.2% |
| 7D | -11.0% | -6.2% | -4.8% | -9.4% |
| 30D | -30.5% | -38.7% | +8.2% | -22.2% |
| 3M | -8.2% | -40.4% | +32.2% | +2.2% |
| 6M | +6.6% | -51.3% | +57.8% | +24.1% |
| YTD | +109.7% | -29.3% | +139.0% | +123.3% |
| 1Y | +88.9% | -60.2% | +149.1% | +123.9% |
| 3Y | +301.8% | -31.3% | +333.1% | +262.0% |
| All | +199.0% | -90.9% | +290.0% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling