+105.9%
GILD vs MARA
+13.6%
+92.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -0.8% |
| 7D | -4.8% | +5.9% | -10.7% | -4.9% |
| 30D | +5.8% | +24.3% | -18.5% | +5.3% |
| 3M | +14.9% | -12.0% | +26.9% | +15.1% |
| 6M | -0.4% | +40.1% | -40.5% | -1.3% |
| YTD | +18.5% | +33.4% | -14.9% | +17.3% |
| 1Y | +25.1% | -23.7% | +48.9% | +24.7% |
| 3Y | +105.9% | +19.0% | +86.9% | +92.3% |
| All | +105.9% | +13.6% | +92.3% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling