+108.5%
CSCO vs MARA
-0.2%
+108.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.3% |
| 7D | -0.5% | +15.6% | -16.2% | -1.5% |
| 30D | -10.1% | +17.2% | -27.3% | -11.3% |
| 3M | -11.7% | -14.2% | +2.4% | -11.4% |
| 6M | +40.1% | +47.7% | -7.6% | +35.6% |
| YTD | +43.8% | +31.7% | +12.1% | +39.4% |
| 1Y | +66.6% | -22.2% | +88.8% | +65.4% |
| 3Y | +108.5% | +8.4% | +100.1% | +93.2% |
| All | +108.5% | -0.2% | +108.7% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling