+23.9%
BMY vs MARA
-70.6%
+94.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -6.4% | -1.5% | -4.9% | -6.4% |
| 30D | +0.2% | +18.1% | -17.9% | -0.2% |
| 3M | +16.0% | -9.4% | +25.4% | +15.9% |
| 6M | +8.3% | +33.4% | -25.0% | +7.3% |
| YTD | +22.2% | +27.3% | -5.1% | +20.9% |
| 1Y | +41.7% | -27.9% | +69.6% | +41.4% |
| 3Y | +20.7% | +4.8% | +15.9% | +18.8% |
| 5Y | +23.9% | -68.0% | +92.0% | +18.2% |
| All | +23.9% | -70.6% | +94.5% | +18.2% |
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 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