+367.9%
APP vs MARA
-72.8%
+440.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -4.4% | +13.8% | -18.2% | -7.3% |
| 30D | -10.0% | +24.7% | -34.7% | -15.1% |
| 3M | -41.4% | -10.4% | -31.0% | -41.1% |
| 6M | -41.0% | +37.6% | -78.7% | -46.7% |
| YTD | -54.7% | +32.7% | -87.5% | -59.4% |
| 1Y | -45.3% | -25.2% | -20.2% | -45.6% |
| 3Y | +624.3% | +9.3% | +615.0% | +452.5% |
| 5Y | +329.1% | -69.3% | +398.5% | +261.2% |
| All | +367.9% | -72.8% | +440.7% | +269.8% |
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