+951.4%
BAC vs MARA
-78.7%
+1,030.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +1.1% | +6.0% | -4.9% | +0.9% |
| 30D | -0.4% | +0.6% | -1.0% | -0.6% |
| 3M | +16.9% | -18.5% | +35.4% | +17.2% |
| 6M | +26.6% | +21.7% | +4.9% | +25.2% |
| YTD | +15.8% | +25.9% | -10.2% | +14.0% |
| 1Y | +27.2% | -25.1% | +52.3% | +26.9% |
| 3Y | +132.4% | -5.7% | +138.2% | +125.4% |
| 5Y | +72.6% | -73.9% | +146.5% | +67.0% |
| 10Y | +389.7% | -75.6% | +465.4% | +318.5% |
| All | +951.4% | -78.7% | +1,030.1% | +747.4% |
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