+6,154.0%
AMD vs MARA
-88.0%
+6,242.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.0% | +3.0% | +10.5% |
| 7D | -11.0% | -6.2% | -4.8% | -10.6% |
| 30D | -30.5% | -38.7% | +8.2% | -28.2% |
| 3M | -8.2% | -40.4% | +32.2% | -5.3% |
| 6M | +6.6% | -51.3% | +57.8% | +11.4% |
| YTD | +109.7% | -29.3% | +139.0% | +113.9% |
| 1Y | +88.9% | -60.2% | +149.1% | +98.7% |
| 3Y | +301.8% | -31.3% | +333.1% | +298.1% |
| 5Y | +229.4% | -90.1% | +319.4% | +237.2% |
| 10Y | +6,745.1% | -81.2% | +6,826.3% | +5,668.3% |
| All | +6,154.0% | -88.0% | +6,242.1% | +4,625.7% |
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