+391.9%
BAC vs MARA
-75.5%
+467.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | 0.0% |
| 7D | -0.3% | -1.5% | +1.2% | -0.2% |
| 30D | -1.8% | +18.1% | -19.8% | -2.6% |
| 3M | +15.3% | -9.4% | +24.7% | +15.3% |
| 6M | +30.2% | +33.4% | -3.2% | +27.7% |
| YTD | +15.6% | +27.3% | -11.7% | +13.2% |
| 1Y | +27.5% | -27.9% | +55.4% | +27.3% |
| 3Y | +137.0% | +4.8% | +132.3% | +126.8% |
| 5Y | +75.6% | -68.0% | +143.6% | +66.9% |
| All | +391.9% | -75.5% | +467.3% | +360.7% |
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 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