+55.7%
LLY vs MARA
-28.1%
+83.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -2.1% | +6.0% | -8.1% | -2.3% |
| 30D | -1.6% | +0.6% | -2.2% | -1.6% |
| 3M | +2.3% | -18.5% | +20.8% | +3.2% |
| 6M | +14.9% | +21.7% | -6.9% | +13.4% |
| YTD | +7.5% | +25.9% | -18.5% | +4.7% |
| 1Y | +55.7% | -25.1% | +80.8% | +49.7% |
| All | +55.7% | -28.1% | +83.8% | +49.7% |
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 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