-80.3%
MARA vs ILMN
+64.4%
-144.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.7% | +13.2% | +12.2% |
| 7D | +2.5% | -9.8% | +12.3% | +9.9% |
| 30D | -23.9% | -22.7% | -1.2% | -10.8% |
| 3M | -23.2% | +12.1% | -35.3% | -30.0% |
| 6M | -43.3% | +51.5% | -94.7% | -58.0% |
| YTD | -18.3% | +63.9% | -82.1% | -44.4% |
| 1Y | -52.9% | +76.6% | -129.4% | -69.5% |
| 3Y | -23.6% | +124.6% | -148.2% | -61.9% |
| 5Y | -88.7% | -42.7% | -46.0% | -85.1% |
| 10Y | -80.3% | +59.7% | -140.0% | -77.0% |
| All | -80.3% | +64.4% | -144.7% | -77.0% |
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