+143.7%
LLY vs MARA
-31.3%
+175.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.3% | +4.1% |
| 7D | +0.1% | +3.3% | -3.2% | -0.1% |
| 30D | +19.7% | -31.2% | +50.9% | +21.2% |
| 3M | +19.3% | -34.2% | +53.4% | +20.6% |
| 6M | +49.3% | -48.7% | +98.0% | +52.1% |
| YTD | +32.0% | -26.1% | +58.1% | +31.2% |
| 1Y | +53.7% | -58.2% | +111.9% | +56.4% |
| 3Y | +143.7% | -28.1% | +171.8% | +151.4% |
| All | +143.7% | -31.3% | +175.1% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling