+1,227.8%
BE vs MARA
-68.8%
+1,296.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.3% |
| 3M | +3.7% | -10.4% | +14.2% | +6.4% |
| 6M | +78.0% | +37.6% | +40.3% | +57.9% |
| YTD | +209.9% | +32.7% | +177.2% | +176.4% |
| 1Y | +389.6% | -25.2% | +414.8% | +416.1% |
| 3Y | +1,730.6% | +9.3% | +1,721.3% | +1,265.2% |
| 5Y | +1,227.8% | -69.3% | +1,297.2% | +1,092.3% |
| All | +1,227.8% | -68.8% | +1,296.6% | +1,092.3% |
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