+143.8%
GOOGL vs MARA
+13.0%
+130.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.3% |
| 7D | -1.9% | +13.8% | -15.7% | -2.8% |
| 30D | -7.5% | +24.7% | -32.1% | -9.2% |
| 3M | -9.2% | -10.4% | +1.3% | -9.1% |
| 6M | +8.1% | +37.6% | -29.6% | +4.2% |
| YTD | +5.8% | +32.7% | -26.9% | +1.7% |
| 1Y | +38.3% | -25.2% | +63.5% | +38.0% |
| All | +143.8% | +13.0% | +130.8% | +121.1% |
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