+519.7%
JNJ vs MARA
-77.5%
+597.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | -3.0% | +13.8% | -16.8% | -3.0% |
| 30D | +2.5% | +24.7% | -22.2% | +2.4% |
| 3M | +13.2% | -10.4% | +23.7% | +13.2% |
| 6M | +11.3% | +37.6% | -26.4% | +11.0% |
| YTD | +31.1% | +32.7% | -1.6% | +30.8% |
| 1Y | +54.3% | -25.2% | +79.5% | +54.3% |
| 3Y | +81.1% | +9.3% | +71.9% | +79.7% |
| 5Y | +82.7% | -69.3% | +152.1% | +81.1% |
| 10Y | +196.5% | -73.6% | +270.1% | +183.9% |
| All | +519.7% | -77.5% | +597.2% | +495.1% |
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