+57.3%
LLY vs MARA
-60.7%
+118.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.6% |
| 7D | +10.1% | -6.5% | +16.6% | +10.1% |
| 30D | +24.0% | -38.5% | +62.5% | +24.3% |
| 3M | +27.3% | -41.5% | +68.8% | +27.7% |
| 6M | +47.0% | -41.9% | +88.9% | +47.1% |
| YTD | +32.6% | -23.5% | +56.1% | +29.0% |
| 1Y | +57.3% | -58.7% | +116.0% | +46.9% |
| All | +57.3% | -60.7% | +118.0% | +46.9% |
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