+1.4%
AVGO vs MARA
-24.5%
+25.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | -0.6% |
| 7D | +1.1% | +5.9% | -4.8% | 0.0% |
| 30D | -13.0% | +24.3% | -37.3% | -17.2% |
| 3M | -6.0% | -12.0% | +6.0% | -5.0% |
| 6M | +6.4% | +40.1% | -33.7% | -1.7% |
| YTD | +5.0% | +33.4% | -28.4% | -4.0% |
| 1Y | +1.4% | -23.7% | +25.1% | +2.0% |
| All | +1.4% | -24.5% | +25.9% | +2.0% |
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