+15.8%
BABA vs MARA
-80.5%
+96.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.6% | -8.3% | -3.9% |
| 7D | +3.8% | +3.3% | +0.6% | +3.5% |
| 30D | -5.4% | -31.2% | +25.8% | -3.9% |
| 3M | -17.9% | -34.2% | +16.3% | -16.7% |
| 6M | -24.1% | -48.7% | +24.6% | -22.3% |
| YTD | -27.4% | -26.1% | -1.4% | -27.4% |
| 1Y | -36.1% | -58.2% | +22.1% | -34.4% |
| 3Y | +35.4% | -28.1% | +63.4% | +31.0% |
| 5Y | -30.1% | -91.3% | +61.2% | -31.4% |
| 10Y | +15.8% | -82.1% | +98.0% | +3.6% |
| All | +15.8% | -80.5% | +96.4% | +3.6% |
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