+72.4%
IBM vs MARA
-0.2%
+72.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.5% |
| 7D | +0.3% | +15.6% | -15.3% | -0.6% |
| 30D | -1.5% | +17.2% | -18.7% | -2.6% |
| 3M | -16.8% | -14.2% | -2.6% | -16.5% |
| 6M | -9.0% | +47.7% | -56.7% | -12.0% |
| YTD | -20.1% | +31.7% | -51.8% | -22.5% |
| 1Y | -7.0% | -22.2% | +15.2% | -7.7% |
| 3Y | +72.4% | +8.4% | +63.9% | +64.3% |
| All | +72.4% | -0.2% | +72.6% | +64.3% |
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 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