+213.3%
DIS vs MARA
-88.0%
+301.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.6% |
| 7D | +5.2% | -6.2% | +11.4% | +5.3% |
| 30D | +11.5% | -38.7% | +50.2% | +12.7% |
| 3M | +11.5% | -40.4% | +51.9% | +12.7% |
| 6M | +8.9% | -51.3% | +60.1% | +10.3% |
| YTD | +3.4% | -29.3% | +32.7% | +3.4% |
| 1Y | +7.2% | -60.2% | +67.4% | +8.7% |
| 3Y | +43.3% | -31.3% | +74.6% | +40.9% |
| 5Y | -31.4% | -90.1% | +58.6% | -32.1% |
| 10Y | +37.1% | -81.2% | +118.3% | +24.5% |
| All | +213.3% | -88.0% | +301.3% | +183.9% |
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 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