+16.1%
JPM vs MARA
-60.7%
+76.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.2% | +4.4% |
| 7D | +3.8% | -6.5% | +10.3% | +4.1% |
| 30D | +6.5% | -38.5% | +45.0% | +9.3% |
| 3M | -1.0% | -41.5% | +40.5% | +1.8% |
| 6M | +15.5% | -41.9% | +57.5% | +17.7% |
| YTD | +11.4% | -23.5% | +34.9% | +8.5% |
| 1Y | +16.1% | -58.7% | +74.7% | +20.4% |
| All | +16.1% | -60.7% | +76.8% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling