+4,542.6%
LLY vs MARA
-87.5%
+4,630.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.3% | +4.2% |
| 7D | +0.1% | +3.3% | -3.2% | 0.0% |
| 30D | +19.7% | -31.2% | +50.9% | +20.2% |
| 3M | +19.3% | -34.2% | +53.4% | +19.6% |
| 6M | +49.3% | -48.7% | +98.0% | +50.1% |
| YTD | +32.0% | -26.1% | +58.1% | +32.0% |
| 1Y | +53.7% | -58.2% | +111.9% | +54.5% |
| 3Y | +143.7% | -28.1% | +171.8% | +142.0% |
| 5Y | +463.9% | -91.3% | +555.2% | +462.6% |
| 10Y | +2,006.3% | -82.1% | +2,088.5% | +1,888.5% |
| All | +4,542.6% | -87.5% | +4,630.1% | +4,281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling