+433.6%
INTC vs MARA
-77.7%
+511.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.6% | +4.5% | +8.9% |
| 7D | +17.4% | +15.6% | +1.8% | +16.8% |
| 30D | +2.8% | +17.2% | -14.5% | +2.1% |
| 3M | -5.3% | -14.2% | +8.9% | -4.8% |
| 6M | +140.6% | +47.7% | +92.9% | +137.4% |
| YTD | +183.1% | +31.7% | +151.4% | +179.7% |
| 1Y | +326.8% | -22.2% | +348.9% | +327.8% |
| 3Y | +179.4% | +8.4% | +171.0% | +171.7% |
| 5Y | +111.7% | -68.3% | +180.0% | +105.4% |
| 10Y | +253.8% | -74.9% | +328.7% | +215.9% |
| All | +433.6% | -77.7% | +511.3% | +372.5% |
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