+116.4%
IBM vs MARA
-86.8%
+203.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.0% |
| 7D | +1.6% | +10.1% | -8.5% | +1.4% |
| 30D | +9.2% | -15.1% | +24.3% | +9.4% |
| 3M | +4.9% | -24.1% | +29.0% | +5.2% |
| 6M | +16.8% | -45.2% | +61.9% | +17.5% |
| YTD | -14.3% | -22.2% | +7.9% | -14.3% |
| 1Y | -16.7% | -45.3% | +28.6% | -16.4% |
| 3Y | +82.2% | -23.9% | +106.1% | +80.4% |
| 5Y | +149.9% | -90.8% | +240.7% | +149.2% |
| 10Y | +142.6% | -81.0% | +223.6% | +126.1% |
| All | +116.4% | -86.8% | +203.2% | +100.3% |
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 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