+148.3%
IBM vs MARA
-88.5%
+236.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +1.3% |
| 7D | -1.7% | +11.5% | -13.2% | -2.3% |
| 30D | +10.1% | -18.9% | +29.0% | +10.9% |
| 3M | +4.8% | -20.9% | +25.7% | +5.4% |
| 6M | +12.6% | -42.8% | +55.4% | +14.5% |
| YTD | -13.9% | -14.7% | +0.8% | -14.4% |
| 1Y | -18.7% | -47.6% | +28.9% | -17.7% |
| 3Y | +81.9% | -20.3% | +102.2% | +77.4% |
| 5Y | +148.3% | -89.2% | +237.5% | +142.0% |
| All | +148.3% | -88.5% | +236.9% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling