+60.7%
BMY vs MARA
-74.3%
+135.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.2% |
| 7D | -4.8% | +5.9% | -10.7% | -4.8% |
| 30D | -0.1% | +24.3% | -24.4% | -0.4% |
| 3M | +13.1% | -12.0% | +25.1% | +13.1% |
| 6M | +8.4% | +40.1% | -31.7% | +7.6% |
| YTD | +22.0% | +33.4% | -11.4% | +21.0% |
| 1Y | +40.3% | -23.7% | +64.0% | +40.1% |
| 3Y | +20.5% | +19.0% | +1.6% | +18.5% |
| 5Y | +23.7% | -66.5% | +90.2% | +21.4% |
| All | +60.7% | -74.3% | +135.0% | +42.0% |
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