+114.8%
CSCO vs MARA
-68.8%
+183.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | 0.0% | +13.8% | -13.9% | -0.9% |
| 30D | -10.7% | +24.7% | -35.4% | -12.1% |
| 3M | -8.7% | -10.4% | +1.7% | -8.6% |
| 6M | +44.9% | +37.6% | +7.3% | +41.0% |
| YTD | +44.1% | +32.7% | +11.4% | +39.8% |
| 1Y | +65.9% | -25.2% | +91.0% | +65.3% |
| 3Y | +109.0% | +9.3% | +99.8% | +93.4% |
| 5Y | +114.8% | -69.3% | +184.1% | +89.4% |
| All | +114.8% | -68.8% | +183.6% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling