+63.9%
CSCO vs MARA
-25.9%
+89.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | 0.0% | +13.8% | -13.9% | -1.2% |
| 30D | -10.7% | +24.7% | -35.4% | -12.7% |
| 3M | -8.7% | -10.4% | +1.7% | -8.4% |
| 6M | +44.9% | +37.6% | +7.3% | +40.2% |
| YTD | +44.1% | +32.7% | +11.4% | +38.5% |
| All | +63.9% | -25.9% | +89.9% | +60.8% |
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