-25.2%
MARA vs MNST
+36.3%
-61.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.7% |
| 7D | +13.8% | -3.6% | +17.4% | +13.8% |
| 30D | +24.7% | -6.3% | +31.0% | +24.5% |
| 3M | -10.4% | -5.0% | -5.5% | -10.8% |
| 6M | +37.6% | +13.1% | +24.5% | +32.4% |
| YTD | +32.7% | +11.8% | +21.0% | +26.8% |
| 1Y | -25.2% | +35.2% | -60.4% | -36.3% |
| All | -25.2% | +36.3% | -61.5% | -36.3% |
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