-82.2%
MARA vs ILMN
+54.3%
-136.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.1% |
| 7D | +10.1% | -2.9% | +13.0% | +12.0% |
| 30D | -15.1% | -23.8% | +8.8% | +0.6% |
| 3M | -24.1% | +7.5% | -31.6% | -28.9% |
| 6M | -45.2% | +42.8% | -87.9% | -57.8% |
| YTD | -22.2% | +57.8% | -80.0% | -45.8% |
| 1Y | -45.3% | +72.6% | -117.9% | -64.2% |
| 3Y | -23.9% | +129.3% | -153.2% | -62.7% |
| 5Y | -90.8% | -44.5% | -46.3% | -87.7% |
| All | -82.2% | +54.3% | -136.5% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling