+528.8%
APP vs MARA
-84.9%
+613.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.6% | +0.2% | +3.8% |
| 7D | +79.2% | +3.3% | +75.9% | +76.1% |
| 30D | +48.0% | -31.2% | +79.2% | +58.5% |
| 3M | +18.2% | -34.2% | +52.4% | +25.6% |
| 6M | -12.5% | -48.7% | +36.2% | -3.0% |
| YTD | -39.2% | -26.1% | -13.1% | -39.2% |
| 1Y | -33.9% | -58.2% | +24.3% | -25.6% |
| 3Y | +933.3% | -28.1% | +961.3% | +754.9% |
| 5Y | +295.9% | -91.3% | +387.1% | +309.3% |
| All | +528.8% | -84.9% | +613.7% | +453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling