+19.0%
MARA vs ADSK
-3.2%
+22.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +5.9% | -2.5% | +8.4% | +7.3% |
| 30D | +24.3% | -14.9% | +39.1% | +35.7% |
| 3M | -12.0% | +3.3% | -15.3% | -19.2% |
| 6M | +40.1% | -15.7% | +55.8% | +48.7% |
| YTD | +33.4% | -28.2% | +61.7% | +63.3% |
| 1Y | -23.7% | -34.5% | +10.8% | +3.1% |
| 3Y | +19.0% | -2.9% | +21.9% | +11.5% |
| All | +19.0% | -3.2% | +22.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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