+120.6%
IBM vs MARA
-68.8%
+189.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.3% |
| 7D | +3.6% | +13.8% | -10.3% | +2.9% |
| 30D | +1.5% | +24.7% | -23.2% | +0.4% |
| 3M | -12.9% | -10.4% | -2.5% | -12.9% |
| 6M | -3.9% | +37.6% | -41.5% | -5.8% |
| YTD | -17.3% | +32.7% | -50.1% | -19.2% |
| 1Y | -5.0% | -25.2% | +20.2% | -5.3% |
| 3Y | +78.2% | +9.3% | +69.0% | +71.0% |
| 5Y | +120.6% | -69.3% | +190.0% | +106.4% |
| All | +120.6% | -68.8% | +189.5% | +106.4% |
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