+219.9%
DIS vs MARA
-86.2%
+306.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.5% | -0.2% |
| 7D | +4.4% | +2.5% | +1.9% | +4.3% |
| 30D | +10.3% | -23.9% | +34.3% | +11.0% |
| 3M | +15.5% | -23.2% | +38.8% | +16.0% |
| 6M | +11.2% | -43.3% | +54.5% | +12.2% |
| YTD | +5.6% | -18.3% | +23.8% | +5.2% |
| 1Y | +7.7% | -52.9% | +60.6% | +8.8% |
| 3Y | +39.3% | -23.6% | +62.9% | +36.5% |
| 5Y | -29.5% | -88.7% | +59.2% | -30.4% |
| 10Y | +36.3% | -80.3% | +116.6% | +23.3% |
| All | +219.9% | -86.2% | +306.0% | +188.8% |
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