+3.7%
F vs MARA
-60.7%
+64.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +3.2% |
| 7D | +6.0% | -6.5% | +12.6% | +6.5% |
| 30D | +4.3% | -38.5% | +42.8% | +7.9% |
| 3M | -10.1% | -41.5% | +31.5% | -6.9% |
| 6M | +12.8% | -41.9% | +54.7% | +16.8% |
| YTD | -0.1% | -23.5% | +23.4% | +0.3% |
| 1Y | +3.7% | -58.7% | +62.3% | +13.2% |
| All | +3.7% | -60.7% | +64.4% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling