+1,683.3%
BE vs MARA
+13.0%
+1,670.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -3.1% |
| 7D | +23.9% | +13.8% | +10.1% | +19.1% |
| 30D | +27.8% | +24.7% | +3.2% | +18.2% |
| 3M | +3.7% | -10.4% | +14.2% | +6.2% |
| 6M | +78.0% | +37.6% | +40.3% | +58.4% |
| YTD | +209.9% | +32.7% | +177.2% | +177.6% |
| 1Y | +389.6% | -25.2% | +414.8% | +410.9% |
| All | +1,683.3% | +13.0% | +1,670.3% | +1,173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling