+182.6%
DIS vs MARA
-78.7%
+261.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.7% |
| 7D | -2.6% | +6.0% | -8.6% | -2.7% |
| 30D | +3.5% | +0.6% | +2.9% | +3.4% |
| 3M | +6.8% | -18.5% | +25.3% | +7.0% |
| 6M | +3.0% | +21.7% | -18.8% | +2.0% |
| YTD | -6.7% | +25.9% | -32.7% | -7.9% |
| 1Y | -10.1% | -25.1% | +15.1% | -10.2% |
| 3Y | +33.0% | -5.7% | +38.8% | +29.7% |
| 5Y | -40.0% | -73.9% | +34.0% | -41.7% |
| 10Y | +21.1% | -75.6% | +96.7% | +8.7% |
| All | +182.6% | -78.7% | +261.3% | +152.8% |
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