+1,139.6%
JPM vs MARA
-77.7%
+1,217.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.5% |
| 7D | -0.4% | +15.6% | -16.0% | -0.8% |
| 30D | -1.1% | +17.2% | -18.4% | -1.6% |
| 3M | +14.1% | -14.2% | +28.3% | +14.3% |
| 6M | +23.3% | +47.7% | -24.4% | +21.6% |
| YTD | +11.3% | +31.7% | -20.5% | +9.9% |
| 1Y | +23.0% | -22.2% | +45.2% | +22.7% |
| 3Y | +162.6% | +8.4% | +154.1% | +155.5% |
| 5Y | +152.8% | -68.3% | +221.0% | +145.3% |
| 10Y | +583.6% | -74.9% | +658.5% | +505.9% |
| All | +1,139.6% | -77.7% | +1,217.3% | +953.7% |
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