-31.3%
BABA vs MARA
-73.6%
+42.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | -4.8% | +6.0% | -10.8% | -5.5% |
| 30D | -11.9% | +0.6% | -12.5% | -12.5% |
| 3M | -9.3% | -18.5% | +9.3% | -8.3% |
| 6M | -14.2% | +21.7% | -36.0% | -18.0% |
| YTD | -22.0% | +25.9% | -48.0% | -26.4% |
| 1Y | -12.7% | -25.1% | +12.4% | -13.0% |
| 3Y | +26.7% | -5.7% | +32.4% | +6.7% |
| All | -31.3% | -73.6% | +42.3% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling