+780.7%
GOOG vs MARA
-74.3%
+854.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.8% | -3.3% | +1.3% |
| 7D | 0.0% | +5.9% | -5.9% | -0.2% |
| 30D | -2.0% | +24.3% | -26.2% | -3.1% |
| 3M | -5.9% | -12.0% | +6.1% | -5.8% |
| 6M | +8.9% | +40.1% | -31.2% | +6.6% |
| YTD | +7.1% | +33.4% | -26.3% | +4.6% |
| 1Y | +39.7% | -23.7% | +63.4% | +39.3% |
| 3Y | +145.8% | +19.0% | +126.9% | +132.8% |
| 5Y | +138.6% | -66.5% | +205.1% | +125.2% |
| All | +780.7% | -74.3% | +854.9% | +665.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling