+22.6%
BAC vs MARA
-90.4%
+112.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | +3.2% | +10.1% | -6.8% | +2.4% |
| 30D | -0.7% | -15.1% | +14.3% | +0.3% |
| 3M | -20.0% | -24.1% | +4.1% | -18.9% |
| 6M | +3.4% | -45.2% | +48.6% | +6.8% |
| YTD | -5.7% | -22.2% | +16.4% | -6.7% |
| 1Y | -1.4% | -45.3% | +43.9% | +0.4% |
| 3Y | +97.9% | -23.9% | +121.8% | +82.0% |
| All | +22.6% | -90.4% | +112.9% | +21.5% |
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