+14.9%
BABA vs MARA
-93.4%
+108.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -1.4% |
| 7D | -3.6% | +11.5% | -15.1% | -4.2% |
| 30D | -8.4% | -18.9% | +10.5% | -7.7% |
| 3M | -20.6% | -20.9% | +0.3% | -20.1% |
| 6M | -25.4% | -42.8% | +17.4% | -24.1% |
| YTD | -30.1% | -14.7% | -15.4% | -30.5% |
| 1Y | -36.3% | -47.6% | +11.4% | -35.4% |
| 3Y | +30.4% | -20.3% | +50.7% | +25.5% |
| 5Y | -35.7% | -89.2% | +53.4% | -37.4% |
| 10Y | +16.0% | -79.2% | +95.2% | +2.2% |
| All | +14.9% | -93.4% | +108.3% | -3.7% |
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