-57.4%
MARA vs ILMN
+79.5%
-136.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.0% |
| 7D | +3.3% | -2.6% | +5.8% | +5.0% |
| 30D | -31.2% | -20.6% | -10.6% | -25.1% |
| 3M | -34.2% | +17.5% | -51.7% | -37.6% |
| 6M | -48.7% | +55.6% | -104.3% | -53.0% |
| YTD | -26.1% | +68.3% | -94.4% | -41.8% |
| All | -57.4% | +79.5% | -136.9% | -69.6% |
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