+91.5%
CSCO vs MARA
-90.4%
+181.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -6.0% |
| 7D | +1.9% | +10.1% | -8.2% | +1.2% |
| 30D | -15.8% | -15.1% | -0.8% | -15.1% |
| 3M | -15.4% | -24.1% | +8.7% | -14.4% |
| 6M | -5.4% | -45.2% | +39.8% | -2.6% |
| YTD | +26.5% | -22.2% | +48.6% | +26.4% |
| 1Y | +25.9% | -45.3% | +71.2% | +28.3% |
| 3Y | +97.5% | -23.9% | +121.4% | +86.3% |
| All | +91.5% | -90.4% | +181.9% | +83.9% |
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 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