+131.6%
C vs MARA
-69.8%
+201.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.1% |
| 7D | +3.2% | +15.6% | -12.5% | +1.7% |
| 30D | +1.3% | +17.2% | -16.0% | -0.6% |
| 3M | +3.1% | -14.2% | +17.3% | +3.7% |
| 6M | +29.6% | +47.7% | -18.1% | +23.2% |
| YTD | +19.0% | +31.7% | -12.8% | +13.4% |
| 1Y | +45.6% | -22.2% | +67.8% | +44.6% |
| 3Y | +269.3% | +8.4% | +260.8% | +231.7% |
| 5Y | +131.6% | -68.3% | +199.8% | +96.1% |
| All | +131.6% | -69.8% | +201.3% | +96.1% |
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