+294.7%
C vs MARA
-74.3%
+369.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +2.6% | +13.8% | -11.3% | +1.9% |
| 30D | +1.9% | +24.7% | -22.8% | +0.6% |
| 3M | +2.8% | -10.4% | +13.2% | +2.9% |
| 6M | +30.6% | +37.6% | -7.1% | +27.7% |
| YTD | +19.9% | +32.7% | -12.9% | +17.0% |
| 1Y | +44.6% | -25.2% | +69.7% | +44.4% |
| 3Y | +272.1% | +9.3% | +262.9% | +254.1% |
| 5Y | +132.0% | -69.3% | +201.3% | +119.8% |
| 10Y | +294.7% | -73.6% | +368.2% | +233.8% |
| All | +294.7% | -74.3% | +369.0% | +233.8% |
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