+668.0%
BE vs MARA
+30.4%
+637.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.3% |
| 7D | +10.8% | +10.1% | +0.7% | +8.4% |
| 30D | -19.8% | -15.1% | -4.7% | -16.4% |
| 3M | -18.7% | -24.1% | +5.4% | -13.9% |
| 6M | -33.7% | -45.2% | +11.4% | -24.6% |
| YTD | +121.0% | -22.2% | +143.1% | +130.9% |
| 1Y | +85.4% | -45.3% | +130.7% | +108.7% |
| 3Y | +1,709.5% | -23.9% | +1,733.4% | +1,586.4% |
| 5Y | +462.2% | -90.8% | +553.0% | +540.2% |
| All | +668.0% | +30.4% | +637.5% | +169.7% |
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