+114.2%
IBM vs MARA
-86.4%
+200.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -1.3% |
| 7D | -0.3% | +22.4% | -22.8% | -0.6% |
| 30D | +6.8% | -21.0% | +27.7% | +7.1% |
| 3M | +4.4% | -25.3% | +29.7% | +4.7% |
| 6M | +13.2% | -43.4% | +56.6% | +13.9% |
| YTD | -15.1% | -19.8% | +4.7% | -15.2% |
| 1Y | -20.2% | -50.0% | +29.8% | -19.8% |
| 3Y | +79.3% | -25.1% | +104.4% | +77.6% |
| 5Y | +147.5% | -90.5% | +238.0% | +146.6% |
| 10Y | +140.2% | -80.4% | +220.6% | +123.7% |
| All | +114.2% | -86.4% | +200.6% | +98.2% |
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