+774.6%
CSCO vs MARA
-78.7%
+853.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | -0.7% | +6.0% | -6.7% | -0.8% |
| 30D | -10.1% | +0.6% | -10.7% | -10.2% |
| 3M | -15.7% | -18.5% | +2.8% | -15.5% |
| 6M | +36.3% | +21.7% | +14.5% | +35.4% |
| YTD | +43.8% | +25.9% | +17.9% | +42.6% |
| 1Y | +63.9% | -25.1% | +89.1% | +63.8% |
| 3Y | +104.4% | -5.7% | +110.1% | +100.5% |
| 5Y | +111.4% | -73.9% | +185.3% | +106.8% |
| 10Y | +361.7% | -75.6% | +437.3% | +320.1% |
| All | +774.6% | -78.7% | +853.2% | +705.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling