+45.9%
CSCO vs MARA
-60.7%
+106.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.0% |
| 7D | -6.1% | -6.5% | +0.5% | -5.5% |
| 30D | -8.2% | -38.5% | +30.3% | -4.1% |
| 3M | -14.6% | -41.5% | +27.0% | -10.7% |
| 6M | +12.7% | -41.9% | +54.6% | +17.4% |
| YTD | +37.0% | -23.5% | +60.5% | +37.4% |
| 1Y | +45.9% | -58.7% | +104.6% | +46.8% |
| All | +45.9% | -60.7% | +106.6% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling