+11.7%
BABA vs MARA
-80.4%
+92.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.0% | -1.0% | -6.8% |
| 7D | -12.7% | +22.4% | -35.1% | -13.6% |
| 30D | -14.9% | -21.0% | +6.1% | -14.1% |
| 3M | -24.6% | -25.3% | +0.7% | -24.0% |
| 6M | -29.3% | -43.4% | +14.0% | -28.1% |
| YTD | -35.0% | -19.8% | -15.2% | -35.2% |
| 1Y | -39.7% | -50.0% | +10.3% | -38.7% |
| 3Y | +21.2% | -25.1% | +46.3% | +17.0% |
| 5Y | -39.9% | -90.5% | +50.6% | -41.3% |
| All | +11.7% | -80.4% | +92.1% | +2.3% |
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 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