+104.2%
IBM vs MARA
-78.7%
+182.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | -0.3% | +6.0% | -6.3% | -0.4% |
| 30D | +0.3% | +0.6% | -0.3% | +0.2% |
| 3M | -21.6% | -18.5% | -3.1% | -21.5% |
| 6M | -4.7% | +21.7% | -26.4% | -5.2% |
| YTD | -19.1% | +25.9% | -45.0% | -19.6% |
| 1Y | -2.5% | -25.1% | +22.6% | -2.6% |
| 3Y | +74.2% | -5.7% | +79.9% | +71.8% |
| 5Y | +113.1% | -73.9% | +187.1% | +109.8% |
| 10Y | +133.5% | -75.6% | +209.2% | +116.4% |
| All | +104.2% | -78.7% | +182.9% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling