+63.9%
CSCO vs MARA
-28.1%
+92.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -0.7% | +6.0% | -6.7% | -1.2% |
| 30D | -10.1% | +0.6% | -10.7% | -10.4% |
| 3M | -15.7% | -18.5% | +2.8% | -14.7% |
| 6M | +36.3% | +21.7% | +14.5% | +33.1% |
| YTD | +43.8% | +25.9% | +17.9% | +38.8% |
| 1Y | +63.9% | -25.1% | +89.1% | +61.6% |
| All | +63.9% | -28.1% | +92.0% | +61.6% |
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 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