+218.3%
C vs MARA
-79.2%
+297.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.4% |
| 7D | -0.4% | +11.5% | -11.9% | -1.0% |
| 30D | -5.3% | -18.9% | +13.5% | -4.5% |
| 3M | -8.0% | -20.9% | +12.9% | -7.4% |
| 6M | -0.3% | -42.8% | +42.5% | +1.7% |
| YTD | +8.6% | -14.7% | +23.3% | +8.0% |
| 1Y | +25.8% | -47.6% | +73.5% | +27.8% |
| 3Y | +221.2% | -20.3% | +241.5% | +210.4% |
| 5Y | +113.6% | -89.2% | +202.7% | +110.7% |
| 10Y | +218.3% | -79.2% | +297.5% | +165.6% |
| All | +218.3% | -79.2% | +297.5% | +165.6% |
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