+2,077.5%
LLY vs MARA
-81.0%
+2,158.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.1% | +1.2% |
| 7D | +6.6% | +10.1% | -3.5% | +6.5% |
| 30D | +19.4% | -15.1% | +34.5% | +19.6% |
| 3M | +19.6% | -24.1% | +43.7% | +19.8% |
| 6M | +42.6% | -45.2% | +87.7% | +43.4% |
| YTD | +35.0% | -22.2% | +57.1% | +34.8% |
| 1Y | +42.0% | -45.3% | +87.3% | +42.4% |
| 3Y | +140.5% | -23.9% | +164.4% | +138.1% |
| 5Y | +479.9% | -90.8% | +570.7% | +477.6% |
| All | +2,077.5% | -81.0% | +2,158.5% | +2,076.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling