+166.7%
CMCSA vs MARA
-77.7%
+244.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.7% |
| 7D | +0.1% | +15.6% | -15.5% | -0.1% |
| 30D | +3.8% | +17.2% | -13.4% | +3.5% |
| 3M | +12.3% | -14.2% | +26.5% | +12.4% |
| 6M | -15.4% | +47.7% | -63.1% | -16.2% |
| YTD | -2.5% | +31.7% | -34.2% | -3.4% |
| 1Y | -13.4% | -22.2% | +8.8% | -13.6% |
| 3Y | -30.4% | +8.4% | -38.8% | -31.8% |
| 5Y | -45.0% | -68.3% | +23.3% | -46.3% |
| 10Y | +10.2% | -74.9% | +85.0% | +1.4% |
| All | +166.7% | -77.7% | +244.3% | +142.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling