+2,129.5%
GOOG vs MARA
-77.5%
+2,207.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.1% |
| 7D | -1.6% | +13.8% | -15.4% | -1.9% |
| 30D | -7.7% | +24.7% | -32.3% | -8.3% |
| 3M | -9.3% | -10.4% | +1.1% | -9.3% |
| 6M | +7.4% | +37.6% | -30.2% | +6.1% |
| YTD | +4.9% | +32.7% | -27.9% | +3.4% |
| 1Y | +37.2% | -25.2% | +62.4% | +37.1% |
| 3Y | +141.6% | +9.3% | +132.4% | +134.4% |
| 5Y | +128.8% | -69.3% | +198.1% | +121.5% |
| 10Y | +772.7% | -73.6% | +846.3% | +687.1% |
| All | +2,129.5% | -77.5% | +2,207.0% | +1,928.6% |
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