-90.5%
MARA vs HSY
+262.7%
-353.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.3% |
| 7D | +6.0% | -3.3% | +9.3% | +6.7% |
| 30D | +0.6% | -2.8% | +3.4% | +1.1% |
| 3M | -18.5% | -4.5% | -14.0% | -18.3% |
| 6M | +21.7% | -24.2% | +46.0% | +28.7% |
| YTD | +25.9% | -2.7% | +28.7% | +24.1% |
| 1Y | -25.1% | -3.7% | -21.4% | -26.2% |
| 3Y | -5.7% | -11.5% | +5.7% | -6.7% |
| 5Y | -73.9% | +10.3% | -84.3% | -76.7% |
| 10Y | -75.6% | +122.1% | -197.8% | -82.9% |
| All | -90.5% | +262.7% | -353.3% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling