-19.5%
BABA vs MARA
-22.2%
+2.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -1.1% |
| 7D | -0.2% | +15.6% | -15.8% | -2.1% |
| 30D | -12.3% | +17.2% | -29.5% | -14.7% |
| 3M | -5.3% | -14.2% | +8.8% | -4.3% |
| 6M | -13.1% | +47.7% | -60.8% | -20.4% |
| YTD | -22.4% | +31.7% | -54.2% | -28.2% |
| 1Y | -19.5% | -22.2% | +2.7% | -15.6% |
| All | -19.5% | -22.2% | +2.7% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling