+19.0%
MARA vs SONY
+42.2%
-23.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.1% |
| 7D | +5.9% | -2.7% | +8.6% | +7.1% |
| 30D | +24.3% | +1.5% | +22.7% | +22.8% |
| 3M | -12.0% | +13.0% | -25.0% | -19.4% |
| 6M | +40.1% | +11.2% | +28.9% | +29.4% |
| YTD | +33.4% | -6.6% | +40.0% | +35.9% |
| 1Y | -23.7% | -18.1% | -5.6% | -17.0% |
| 3Y | +19.0% | +42.1% | -23.1% | -12.9% |
| All | +19.0% | +42.2% | -23.3% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 3y: compounded portfolio wealth divided by compounded SONY 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…
3y analysis · Full analysis span regression · 6 months rolling