+152.5%
JPM vs MARA
-65.8%
+218.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.1% | +0.4% |
| 7D | -0.7% | +5.9% | -6.6% | -1.1% |
| 30D | -2.5% | +24.3% | -26.7% | -4.3% |
| 3M | +14.1% | -12.0% | +26.1% | +14.4% |
| 6M | +25.1% | +40.1% | -15.0% | +20.6% |
| YTD | +12.1% | +33.4% | -21.3% | +7.7% |
| 1Y | +18.8% | -23.7% | +42.6% | +18.1% |
| 3Y | +163.4% | +19.0% | +144.5% | +138.6% |
| All | +152.5% | -65.8% | +218.3% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling