-90.0%
MARA vs HCA
+1,853.3%
-1,943.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | -1.4% |
| 7D | +13.8% | +4.9% | +8.9% | +11.4% |
| 30D | +24.7% | +1.9% | +22.8% | +23.3% |
| 3M | -10.4% | +12.7% | -23.2% | -16.4% |
| 6M | +37.6% | -22.3% | +60.0% | +51.8% |
| YTD | +32.7% | -9.3% | +42.1% | +34.9% |
| 1Y | -25.2% | +2.7% | -27.9% | -28.7% |
| 3Y | +9.3% | +57.8% | -48.6% | -20.3% |
| 5Y | -69.3% | +70.3% | -139.7% | -78.7% |
| 10Y | -73.6% | +499.7% | -573.2% | -90.0% |
| All | -90.0% | +1,853.3% | -1,943.3% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling