+292.6%
APP vs MARA
-90.9%
+383.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.0% | +1.9% | +8.1% |
| 7D | +71.2% | -6.2% | +77.4% | +71.7% |
| 30D | +39.1% | -38.7% | +77.8% | +53.1% |
| 3M | +16.5% | -40.4% | +56.9% | +26.8% |
| 6M | -16.6% | -51.3% | +34.7% | -6.1% |
| YTD | -41.9% | -29.3% | -12.7% | -41.5% |
| 1Y | -37.0% | -60.2% | +23.2% | -28.1% |
| 3Y | +892.4% | -31.3% | +923.7% | +708.8% |
| All | +292.6% | -90.9% | +383.6% | +415.6% |
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