+4,625.9%
LLY vs MARA
-85.6%
+4,711.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.0% | +0.3% |
| 7D | +1.4% | +11.5% | -10.1% | +1.2% |
| 30D | +21.5% | -18.9% | +40.4% | +21.7% |
| 3M | +18.5% | -20.9% | +39.3% | +18.6% |
| 6M | +49.1% | -42.8% | +91.9% | +49.7% |
| YTD | +34.4% | -14.7% | +49.1% | +34.1% |
| 1Y | +46.3% | -47.6% | +93.9% | +46.7% |
| 3Y | +145.5% | -20.3% | +165.8% | +143.4% |
| 5Y | +472.7% | -89.2% | +561.8% | +470.3% |
| 10Y | +2,049.9% | -79.2% | +2,129.1% | +1,926.4% |
| All | +4,625.9% | -85.6% | +4,711.5% | +4,352.9% |
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