+16,196.6%
AVGO vs MARA
-77.7%
+16,274.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +2.8% |
| 7D | -0.3% | +15.6% | -15.9% | -0.9% |
| 30D | -13.8% | +17.2% | -31.1% | -14.5% |
| 3M | -6.9% | -14.2% | +7.2% | -6.6% |
| 6M | +11.9% | +47.7% | -35.8% | +9.8% |
| YTD | +6.9% | +31.7% | -24.9% | +5.0% |
| 1Y | +7.4% | -22.2% | +29.6% | +7.4% |
| 3Y | +345.6% | +8.4% | +337.1% | +330.1% |
| 5Y | +718.9% | -68.3% | +787.2% | +689.0% |
| 10Y | +2,755.4% | -74.9% | +2,830.2% | +2,309.5% |
| All | +16,196.6% | -77.7% | +16,274.3% | +13,687.9% |
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