-50.0%
MARA vs MNST
+26.9%
-77.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -5.9% |
| 7D | +22.4% | -4.7% | +27.2% | +21.7% |
| 30D | -21.0% | +5.2% | -26.2% | -21.0% |
| 3M | -25.3% | -0.9% | -24.4% | -25.4% |
| 6M | -43.4% | +6.1% | -49.5% | -44.2% |
| YTD | -19.8% | +18.9% | -38.7% | -23.9% |
| 1Y | -50.0% | +29.3% | -79.3% | -52.2% |
| All | -50.0% | +26.9% | -77.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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