+755.6%
GOOGL vs MARA
-74.3%
+829.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.0% | +1.6% |
| 7D | 0.0% | +5.9% | -5.9% | -0.2% |
| 30D | -1.4% | +24.3% | -25.7% | -2.5% |
| 3M | -5.3% | -12.0% | +6.7% | -5.2% |
| 6M | +9.8% | +40.1% | -30.3% | +7.4% |
| YTD | +8.4% | +33.4% | -25.1% | +5.8% |
| 1Y | +41.2% | -23.7% | +64.9% | +40.8% |
| 3Y | +149.6% | +19.0% | +130.6% | +136.4% |
| 5Y | +142.6% | -66.5% | +209.0% | +129.0% |
| All | +755.6% | -74.3% | +829.8% | +639.2% |
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 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