-50.0%
MARA vs ILMN
+70.7%
-120.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.3% |
| 7D | +22.4% | +0.7% | +21.7% | +21.9% |
| 30D | -21.0% | -22.7% | +1.8% | -12.8% |
| 3M | -25.3% | +8.6% | -33.9% | -27.2% |
| 6M | -43.4% | +43.8% | -87.2% | -46.8% |
| YTD | -19.8% | +59.8% | -79.6% | -35.7% |
| 1Y | -50.0% | +71.8% | -121.8% | -63.2% |
| All | -50.0% | +70.7% | -120.7% | -63.2% |
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