-58.7%
MARA vs ILMN
+92.1%
-150.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.1% |
| 7D | -6.5% | -21.6% | +15.0% | +1.7% |
| 30D | -38.5% | -22.9% | -15.6% | -32.8% |
| 3M | -41.5% | +11.6% | -53.1% | -44.4% |
| 6M | -41.9% | +62.5% | -104.5% | -48.3% |
| YTD | -23.5% | +72.7% | -96.2% | -41.0% |
| 1Y | -58.7% | +93.9% | -152.5% | -73.2% |
| All | -58.7% | +92.1% | -150.8% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling