-2.9%
IBM vs MARA
-24.5%
+21.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.8% | -0.9% | +3.6% |
| 7D | +3.6% | +5.9% | -2.3% | +3.2% |
| 30D | +3.1% | +24.3% | -21.2% | +1.6% |
| 3M | -10.8% | -12.0% | +1.1% | -10.3% |
| 6M | -0.8% | +40.1% | -40.9% | -3.9% |
| YTD | -16.2% | +33.4% | -49.6% | -19.0% |
| 1Y | -2.9% | -23.7% | +20.9% | -1.3% |
| All | -2.9% | -24.5% | +21.6% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling