+132.6%
F vs MARA
-88.0%
+220.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -1.0% |
| 7D | +1.6% | -6.2% | +7.8% | +1.7% |
| 30D | +2.6% | -38.7% | +41.3% | +4.1% |
| 3M | -8.8% | -40.4% | +31.6% | -7.6% |
| 6M | +4.6% | -51.3% | +55.9% | +6.4% |
| YTD | -1.9% | -29.3% | +27.4% | -1.8% |
| 1Y | -0.8% | -60.2% | +59.5% | +1.1% |
| 3Y | +43.5% | -31.3% | +74.8% | +41.0% |
| 5Y | -12.1% | -90.1% | +78.0% | -12.8% |
| 10Y | +83.6% | -81.2% | +164.8% | +65.5% |
| All | +132.6% | -88.0% | +220.6% | +108.0% |
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