+1,003.0%
BE vs MARA
+123.5%
+879.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.8% | +1.9% | +5.6% |
| 7D | +9.0% | +5.9% | +3.1% | +7.8% |
| 30D | +16.3% | +24.3% | -8.0% | +10.3% |
| 3M | +10.8% | -12.0% | +22.8% | +13.4% |
| 6M | +73.2% | +40.1% | +33.1% | +59.1% |
| YTD | +217.4% | +33.4% | +183.9% | +193.9% |
| 1Y | +309.8% | -23.7% | +333.5% | +327.3% |
| 3Y | +1,726.2% | +19.0% | +1,707.2% | +1,425.7% |
| 5Y | +1,306.2% | -66.5% | +1,372.7% | +1,158.9% |
| All | +1,003.0% | +123.5% | +879.5% | +243.2% |
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