+15,271.7%
AVGO vs MARA
-86.8%
+15,358.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -1.8% | -4.6% |
| 7D | +18.2% | +10.1% | +8.1% | +17.7% |
| 30D | +0.2% | -15.1% | +15.3% | +0.9% |
| 3M | -16.8% | -24.1% | +7.3% | -16.0% |
| 6M | -16.5% | -45.2% | +28.7% | -14.7% |
| YTD | +0.8% | -22.2% | +23.0% | +1.1% |
| 1Y | +2.8% | -45.3% | +48.1% | +4.5% |
| 3Y | +278.5% | -23.9% | +302.4% | +271.6% |
| 5Y | +573.1% | -90.8% | +663.9% | +576.2% |
| 10Y | +2,598.7% | -81.0% | +2,679.7% | +2,219.7% |
| All | +15,271.7% | -86.8% | +15,358.5% | +13,180.1% |
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