-6.8%
AVGO vs MARA
-60.7%
+53.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | -1.1% |
| 7D | -7.5% | -6.5% | -1.0% | -6.2% |
| 30D | -10.2% | -38.5% | +28.3% | -0.8% |
| 3M | -22.0% | -41.5% | +19.5% | -13.7% |
| 6M | -21.6% | -41.9% | +20.3% | -13.9% |
| YTD | -5.4% | -23.5% | +18.1% | -5.2% |
| 1Y | -6.8% | -58.7% | +51.8% | +15.9% |
| All | -6.8% | -60.7% | +53.9% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling