+3,679.2%
LLY vs MARA
-78.7%
+3,757.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -2.1% | +6.0% | -8.1% | -2.2% |
| 30D | -1.6% | +0.6% | -2.2% | -1.7% |
| 3M | +2.3% | -18.5% | +20.8% | +2.4% |
| 6M | +14.9% | +21.7% | -6.9% | +14.4% |
| YTD | +7.5% | +25.9% | -18.5% | +6.9% |
| 1Y | +55.7% | -25.1% | +80.8% | +55.5% |
| 3Y | +110.6% | -5.7% | +116.4% | +108.4% |
| 5Y | +363.4% | -73.9% | +437.4% | +357.9% |
| 10Y | +1,649.0% | -75.6% | +1,724.6% | +1,544.9% |
| All | +3,679.2% | -78.7% | +3,757.9% | +3,448.9% |
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