+19.0%
MARA vs HCA
+59.6%
-40.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.5% | +4.8% |
| 7D | +5.9% | +5.4% | +0.5% | +5.9% |
| 30D | +24.3% | +3.0% | +21.3% | +24.2% |
| 3M | -12.0% | +13.0% | -25.0% | -12.4% |
| 6M | +40.1% | -20.3% | +60.4% | +44.1% |
| YTD | +33.4% | -8.2% | +41.6% | +35.4% |
| 1Y | -23.7% | +6.7% | -30.4% | -23.5% |
| 3Y | +19.0% | +60.4% | -41.4% | +4.8% |
| All | +19.0% | +59.6% | -40.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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