+211.8%
BMY vs MARA
-77.7%
+289.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.6% | -7.8% | -3.2% |
| 7D | -3.3% | +15.6% | -19.0% | -3.5% |
| 30D | 0.0% | +17.2% | -17.3% | -0.3% |
| 3M | +17.7% | -14.2% | +31.9% | +17.8% |
| 6M | +9.6% | +47.7% | -38.1% | +9.0% |
| YTD | +24.0% | +31.7% | -7.8% | +23.3% |
| 1Y | +45.1% | -22.2% | +67.3% | +44.9% |
| 3Y | +22.5% | +8.4% | +14.1% | +21.0% |
| 5Y | +22.3% | -68.3% | +90.6% | +20.6% |
| 10Y | +62.0% | -74.9% | +136.8% | +51.5% |
| All | +211.8% | -77.7% | +289.5% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling