-82.1%
MARA vs ILMN
+61.7%
-143.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +2.3% |
| 7D | +3.3% | -2.6% | +5.8% | +5.8% |
| 30D | -31.2% | -20.6% | -10.6% | -20.5% |
| 3M | -34.2% | +17.5% | -51.7% | -41.7% |
| 6M | -48.7% | +55.6% | -104.3% | -62.6% |
| YTD | -26.1% | +68.3% | -94.4% | -50.5% |
| 1Y | -58.2% | +81.1% | -139.3% | -73.3% |
| 3Y | -28.1% | +112.2% | -140.2% | -62.7% |
| 5Y | -91.3% | -42.6% | -48.7% | -88.5% |
| 10Y | -82.1% | +70.5% | -152.6% | -80.1% |
| All | -82.1% | +61.7% | -143.8% | -80.1% |
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