+359.9%
CSCO vs MARA
-75.5%
+435.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.7% |
| 7D | -1.1% | -1.5% | +0.4% | -1.0% |
| 30D | -10.8% | +18.1% | -28.9% | -11.3% |
| 3M | -9.2% | -9.4% | +0.2% | -9.2% |
| 6M | +39.5% | +33.4% | +6.2% | +37.8% |
| YTD | +41.5% | +27.3% | +14.2% | +39.5% |
| 1Y | +61.0% | -27.9% | +88.9% | +61.0% |
| 3Y | +105.2% | +4.8% | +100.4% | +98.4% |
| 5Y | +113.4% | -68.0% | +181.5% | +105.1% |
| All | +359.9% | -75.5% | +435.3% | +324.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling