+92.7%
LLY vs MARA
+13.0%
+79.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -3.1% | +13.8% | -16.9% | -3.6% |
| 30D | -8.6% | +24.7% | -33.3% | -9.6% |
| 3M | -1.6% | -10.4% | +8.8% | -1.5% |
| 6M | +11.8% | +37.6% | -25.8% | +9.3% |
| YTD | +5.1% | +32.7% | -27.6% | +2.4% |
| 1Y | +50.7% | -25.2% | +75.9% | +50.0% |
| All | +92.7% | +13.0% | +79.7% | +87.5% |
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