+22.3%
DIS vs MARA
-74.3%
+96.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -3.5% | +13.8% | -17.4% | -4.1% |
| 30D | +1.0% | +24.7% | -23.7% | -0.1% |
| 3M | +5.7% | -10.4% | +16.1% | +5.7% |
| 6M | +3.3% | +37.6% | -34.4% | +1.1% |
| YTD | -7.7% | +32.7% | -40.5% | -9.9% |
| 1Y | -10.0% | -25.2% | +15.2% | -10.2% |
| 3Y | +31.7% | +9.3% | +22.5% | +25.4% |
| 5Y | -42.2% | -69.3% | +27.1% | -45.3% |
| 10Y | +22.3% | -73.6% | +95.9% | +3.7% |
| All | +22.3% | -74.3% | +96.7% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling