+495.4%
C vs MARA
-78.7%
+574.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | +3.6% | +6.0% | -2.4% | +3.4% |
| 30D | +0.1% | +0.6% | -0.6% | -0.1% |
| 3M | +2.4% | -18.5% | +20.9% | +2.8% |
| 6M | +24.9% | +21.7% | +3.2% | +23.5% |
| YTD | +19.8% | +25.9% | -6.1% | +18.0% |
| 1Y | +44.9% | -25.1% | +70.0% | +44.8% |
| 3Y | +263.0% | -5.7% | +268.7% | +252.4% |
| 5Y | +129.5% | -73.9% | +203.5% | +122.4% |
| 10Y | +291.6% | -75.6% | +367.2% | +234.2% |
| All | +495.4% | -78.7% | +574.0% | +390.0% |
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