+3,566.8%
ASML vs MARA
-78.7%
+3,645.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.3% |
| 7D | +1.1% | +6.0% | -4.9% | +0.8% |
| 30D | +2.2% | +0.6% | +1.6% | +2.0% |
| 3M | -2.3% | -18.5% | +16.2% | -1.7% |
| 6M | +23.0% | +21.7% | +1.2% | +21.5% |
| YTD | +61.1% | +25.9% | +35.1% | +58.4% |
| 1Y | +129.1% | -25.1% | +154.3% | +129.6% |
| 3Y | +165.4% | -5.7% | +171.1% | +156.5% |
| 5Y | +109.5% | -73.9% | +183.4% | +102.6% |
| 10Y | +1,645.7% | -75.6% | +1,721.3% | +1,403.4% |
| All | +3,566.8% | -78.7% | +3,645.5% | +3,083.9% |
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 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