-74.1%
MARA vs HSY
+128.6%
-202.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +24.3% | -5.2% | +29.5% | +25.3% |
| 3M | -12.0% | -3.4% | -8.6% | -11.9% |
| 6M | +40.1% | -19.2% | +59.3% | +45.3% |
| YTD | +33.4% | -2.6% | +36.0% | +31.5% |
| 1Y | -23.7% | -3.8% | -20.0% | -24.7% |
| 3Y | +19.0% | -10.6% | +29.6% | +17.9% |
| 5Y | -66.5% | +12.3% | -78.8% | -70.7% |
| All | -74.1% | +128.6% | -202.7% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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