+133.6%
HOOD vs MARA
-74.4%
+208.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.0% | +2.2% | -1.9% |
| 7D | +3.8% | +22.4% | -18.7% | -3.1% |
| 30D | -26.4% | -21.0% | -5.4% | -21.1% |
| 3M | -14.3% | -25.3% | +11.0% | -7.1% |
| 6M | +3.9% | -43.4% | +47.3% | +20.2% |
| YTD | -28.1% | -19.8% | -8.3% | -26.7% |
| 1Y | -38.8% | -50.0% | +11.2% | -28.2% |
| 3Y | +888.5% | -25.1% | +913.5% | +819.7% |
| 5Y | +131.0% | -90.5% | +221.6% | +179.9% |
| All | +133.6% | -74.4% | +208.0% | +152.4% |
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