+83.0%
IBM vs MARA
-18.7%
+101.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +1.2% |
| 7D | -1.7% | +11.5% | -13.2% | -2.5% |
| 30D | +10.1% | -18.9% | +29.0% | +11.2% |
| 3M | +4.8% | -20.9% | +25.7% | +5.7% |
| 6M | +12.6% | -42.8% | +55.4% | +15.3% |
| YTD | -13.9% | -14.7% | +0.8% | -14.8% |
| 1Y | -18.7% | -47.6% | +28.9% | -17.3% |
| All | +83.0% | -18.7% | +101.7% | +81.8% |
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