-74.1%
MARA vs AMGN
+206.2%
-280.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.2% | +5.5% |
| 7D | +5.9% | -13.7% | +19.6% | +13.6% |
| 30D | +24.3% | -8.8% | +33.1% | +29.2% |
| 3M | -12.0% | +7.2% | -19.2% | -17.1% |
| 6M | +40.1% | +1.3% | +38.9% | +36.1% |
| YTD | +33.4% | +17.6% | +15.8% | +18.7% |
| 1Y | -23.7% | +37.2% | -60.9% | -38.3% |
| 3Y | +19.0% | +57.7% | -38.8% | -13.3% |
| 5Y | -66.5% | +106.3% | -172.7% | -79.2% |
| All | -74.1% | +206.2% | -280.2% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 10y: compounded portfolio wealth divided by compounded AMGN 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…
10y analysis · Full analysis span regression · 6 months rolling