+2,186.5%
GOOGL vs MARA
-77.7%
+2,264.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.2% |
| 7D | +1.1% | +15.6% | -14.6% | +0.7% |
| 30D | -4.4% | +17.2% | -21.7% | -5.0% |
| 3M | -6.8% | -14.2% | +7.3% | -6.7% |
| 6M | +13.6% | +47.7% | -34.1% | +11.9% |
| YTD | +8.3% | +31.7% | -23.4% | +6.8% |
| 1Y | +44.9% | -22.2% | +67.1% | +44.6% |
| 3Y | +150.5% | +8.4% | +142.0% | +143.1% |
| 5Y | +137.7% | -68.3% | +206.0% | +130.1% |
| 10Y | +750.9% | -74.9% | +825.8% | +667.9% |
| All | +2,186.5% | -77.7% | +2,264.2% | +1,981.4% |
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 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