+335.4%
AVGO vs MARA
+8.3%
+327.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.4% |
| 7D | +1.0% | -1.5% | +2.5% | +1.2% |
| 30D | -13.3% | +18.1% | -31.4% | -15.9% |
| 3M | -2.9% | -9.4% | +6.6% | -2.7% |
| 6M | +5.7% | +33.4% | -27.7% | -0.1% |
| YTD | +4.6% | +27.3% | -22.6% | -1.7% |
| 1Y | -1.6% | -27.9% | +26.3% | -1.3% |
| All | +335.4% | +8.3% | +327.1% | +298.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling