-25.1%
MARA vs YUM
+5.7%
-30.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.6% |
| 7D | +6.0% | -2.0% | +8.0% | +5.8% |
| 30D | +0.6% | -1.1% | +1.7% | -0.1% |
| 3M | -18.5% | +1.8% | -20.3% | -18.4% |
| 6M | +21.7% | -4.7% | +26.5% | +20.2% |
| YTD | +25.9% | +0.6% | +25.4% | +27.4% |
| 1Y | -25.1% | +6.4% | -31.5% | -21.7% |
| All | -25.1% | +5.7% | -30.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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