+527.5%
APP vs MARA
-84.1%
+611.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.5% |
| 7D | +4.6% | +10.1% | -5.5% | +2.3% |
| 30D | +56.0% | -15.1% | +71.1% | +59.5% |
| 3M | +30.8% | -24.1% | +54.9% | +34.6% |
| 6M | -9.8% | -45.2% | +35.4% | -1.6% |
| YTD | -39.3% | -22.2% | -17.1% | -40.2% |
| 1Y | -26.4% | -45.3% | +18.9% | -22.1% |
| 3Y | +887.9% | -23.9% | +911.8% | +704.8% |
| 5Y | +264.1% | -90.8% | +354.9% | +272.5% |
| All | +527.5% | -84.1% | +611.5% | +445.0% |
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