+16.7%
BABA vs MARA
-74.0%
+90.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.7% |
| 7D | -0.2% | +15.6% | -15.8% | -0.9% |
| 30D | -12.3% | +17.2% | -29.5% | -13.1% |
| 3M | -5.3% | -14.2% | +8.8% | -5.1% |
| 6M | -13.1% | +47.7% | -60.8% | -15.2% |
| YTD | -22.4% | +31.7% | -54.2% | -24.2% |
| 1Y | -19.5% | -22.2% | +2.7% | -19.7% |
| 3Y | +32.9% | +8.4% | +24.5% | +26.1% |
| 5Y | -29.9% | -68.3% | +38.4% | -33.9% |
| 10Y | +16.7% | -74.9% | +91.6% | +5.2% |
| All | +16.7% | -74.0% | +90.7% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling