+333.0%
APP vs MARA
-73.6%
+406.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.8% |
| 7D | +0.9% | +6.0% | -5.1% | -0.7% |
| 30D | -23.3% | +0.6% | -23.9% | -24.0% |
| 3M | -42.6% | -18.5% | -24.1% | -41.2% |
| 6M | -33.6% | +21.7% | -55.3% | -38.6% |
| YTD | -52.4% | +25.9% | -78.4% | -56.9% |
| 1Y | -35.9% | -25.1% | -10.7% | -36.2% |
| 3Y | +642.2% | -5.7% | +648.0% | +477.8% |
| All | +333.0% | -73.6% | +406.5% | +306.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling