+2,194.5%
AMZN vs MARA
-77.7%
+2,272.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.7% |
| 7D | +0.8% | +15.6% | -14.8% | +0.3% |
| 30D | -6.4% | +17.2% | -23.6% | -7.0% |
| 3M | +4.8% | -14.2% | +18.9% | +5.0% |
| 6M | +20.5% | +47.7% | -27.2% | +18.4% |
| YTD | +11.3% | +31.7% | -20.4% | +9.5% |
| 1Y | +9.0% | -22.2% | +31.1% | +8.7% |
| 3Y | +85.9% | +8.4% | +77.5% | +79.5% |
| 5Y | +45.8% | -68.3% | +114.1% | +40.5% |
| 10Y | +555.5% | -74.9% | +630.3% | +479.7% |
| All | +2,194.5% | -77.7% | +2,272.2% | +1,906.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling