+430.2%
C vs MARA
-87.5%
+517.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +2.3% |
| 7D | -0.9% | +3.3% | -4.2% | -1.1% |
| 30D | -5.4% | -31.2% | +25.8% | -4.3% |
| 3M | -9.2% | -34.2% | +25.0% | -8.2% |
| 6M | -1.8% | -48.7% | +46.9% | -0.1% |
| YTD | +6.7% | -26.1% | +32.7% | +6.8% |
| 1Y | +23.5% | -58.2% | +81.7% | +25.8% |
| 3Y | +219.8% | -28.1% | +247.8% | +213.7% |
| 5Y | +112.4% | -91.3% | +203.7% | +112.1% |
| 10Y | +220.1% | -82.1% | +302.2% | +176.7% |
| All | +430.2% | -87.5% | +517.6% | +343.4% |
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