+4,770.1%
DELL vs MARA
-75.4%
+4,845.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.6% |
| 7D | +25.6% | +15.6% | +10.0% | +24.6% |
| 30D | +17.7% | +17.2% | +0.4% | +16.4% |
| 3M | +33.4% | -14.2% | +47.6% | +34.2% |
| 6M | +266.2% | +47.7% | +218.5% | +257.7% |
| YTD | +328.0% | +31.7% | +296.3% | +319.4% |
| 1Y | +339.6% | -22.2% | +361.8% | +340.7% |
| 3Y | +694.6% | +8.4% | +686.2% | +664.7% |
| 5Y | +1,122.0% | -68.3% | +1,190.3% | +1,068.2% |
| 10Y | +4,062.5% | -74.9% | +4,137.3% | +3,416.7% |
| All | +4,770.1% | -75.4% | +4,845.5% | +4,015.6% |
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