+361.5%
LLY vs MARA
-69.8%
+431.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.8% | -2.4% |
| 7D | -3.1% | +15.6% | -18.8% | -3.6% |
| 30D | -5.1% | +17.2% | -22.3% | -5.7% |
| 3M | -2.1% | -14.2% | +12.1% | -1.9% |
| 6M | +13.8% | +47.7% | -33.8% | +11.8% |
| YTD | +5.1% | +31.7% | -26.7% | +3.2% |
| 1Y | +53.1% | -22.2% | +75.3% | +52.4% |
| 3Y | +95.6% | +8.4% | +87.2% | +89.6% |
| 5Y | +361.5% | -68.3% | +429.8% | +348.4% |
| All | +361.5% | -69.8% | +431.3% | +348.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling