-25.2%
MARA vs ILMN
+108.3%
-133.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +1.6% |
| 7D | +13.8% | -3.9% | +17.7% | +15.2% |
| 30D | +24.7% | +6.9% | +17.8% | +23.6% |
| 3M | -10.4% | +28.1% | -38.5% | -13.2% |
| 6M | +37.6% | +65.0% | -27.3% | +28.3% |
| YTD | +32.7% | +56.3% | -23.6% | +22.4% |
| 1Y | -25.2% | +108.7% | -133.9% | -32.4% |
| All | -25.2% | +108.3% | -133.5% | -32.4% |
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