+1,580.3%
LLY vs MARA
-74.3%
+1,654.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -3.1% | +13.8% | -16.9% | -3.3% |
| 30D | -8.6% | +24.7% | -33.3% | -9.0% |
| 3M | -1.6% | -10.4% | +8.8% | -1.6% |
| 6M | +11.8% | +37.6% | -25.8% | +11.0% |
| YTD | +5.1% | +32.7% | -27.6% | +4.3% |
| 1Y | +50.7% | -25.2% | +75.9% | +50.5% |
| 3Y | +95.7% | +9.3% | +86.4% | +92.7% |
| 5Y | +390.2% | -69.3% | +459.5% | +381.7% |
| 10Y | +1,580.3% | -73.6% | +1,653.9% | +1,564.4% |
| All | +1,580.3% | -74.3% | +1,654.6% | +1,564.4% |
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