+23.9%
BABA vs MARA
-94.6%
+118.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.7% | +0.9% |
| 7D | +11.6% | -6.2% | +17.8% | +11.8% |
| 30D | +2.3% | -38.7% | +41.0% | +4.4% |
| 3M | -13.7% | -40.4% | +26.7% | -12.0% |
| 6M | -21.9% | -51.3% | +29.4% | -19.9% |
| YTD | -24.6% | -29.3% | +4.6% | -24.4% |
| 1Y | -34.1% | -60.2% | +26.1% | -32.3% |
| 3Y | +36.3% | -31.3% | +67.5% | +32.1% |
| 5Y | -26.7% | -90.1% | +63.3% | -28.1% |
| 10Y | +19.2% | -81.2% | +100.4% | +5.6% |
| All | +23.9% | -94.6% | +118.4% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling