-90.4%
MARA vs SYK
+490.7%
-581.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -2.7% |
| 7D | -1.5% | -12.3% | +10.9% | +7.8% |
| 30D | +18.1% | -22.4% | +40.5% | +40.4% |
| 3M | -9.4% | -12.3% | +2.9% | -4.6% |
| 6M | +33.4% | -24.3% | +57.7% | +56.1% |
| YTD | +27.3% | -22.8% | +50.0% | +44.8% |
| 1Y | -27.9% | -28.8% | +0.8% | -13.1% |
| 3Y | +4.8% | -4.0% | +8.7% | -2.6% |
| 5Y | -68.0% | +3.8% | -71.9% | -70.9% |
| 10Y | -74.7% | +172.8% | -247.5% | -88.5% |
| All | -90.4% | +490.7% | -581.2% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 all: compounded portfolio wealth divided by compounded SYK 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…
all analysis · Full analysis span regression · 6 months rolling