+134.5%
IBM vs MARA
-75.5%
+210.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.4% |
| 7D | -0.3% | -1.5% | +1.2% | -0.3% |
| 30D | -1.8% | +18.1% | -19.9% | -2.3% |
| 3M | -13.5% | -9.4% | -4.0% | -13.5% |
| 6M | -5.1% | +33.4% | -38.5% | -6.1% |
| YTD | -19.4% | +27.3% | -46.7% | -20.3% |
| 1Y | -6.5% | -27.9% | +21.4% | -6.6% |
| 3Y | +73.8% | +4.8% | +69.0% | +69.4% |
| 5Y | +116.3% | -68.0% | +184.3% | +109.8% |
| All | +134.5% | -75.5% | +210.0% | +115.7% |
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