+313.3%
ANET vs MARA
+13.6%
+299.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.8% | +0.8% | +4.9% |
| 7D | +3.0% | +5.9% | -2.9% | +2.1% |
| 30D | -5.2% | +24.3% | -29.5% | -8.8% |
| 3M | +27.6% | -12.0% | +39.6% | +28.7% |
| 6M | +44.4% | +40.1% | +4.3% | +35.1% |
| YTD | +52.3% | +33.4% | +18.9% | +42.0% |
| 1Y | +30.4% | -23.7% | +54.2% | +29.0% |
| 3Y | +313.3% | +19.0% | +294.3% | +270.5% |
| All | +313.3% | +13.6% | +299.7% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling