+168.3%
CMCSA vs MARA
-78.7%
+246.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | -2.1% | +6.0% | -8.1% | -2.2% |
| 30D | +7.0% | +0.6% | +6.4% | +6.9% |
| 3M | +15.1% | -18.5% | +33.6% | +15.2% |
| 6M | -15.4% | +21.7% | -37.1% | -15.9% |
| YTD | -1.9% | +25.9% | -27.8% | -2.7% |
| 1Y | -12.7% | -25.1% | +12.4% | -12.8% |
| 3Y | -31.0% | -5.7% | -25.3% | -32.3% |
| 5Y | -46.1% | -73.9% | +27.8% | -47.2% |
| 10Y | +10.8% | -75.6% | +86.5% | +2.1% |
| All | +168.3% | -78.7% | +246.9% | +144.2% |
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