-17.3%
MCD vs MARA
-28.1%
+10.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.6% |
| 7D | -2.8% | +6.0% | -8.8% | -2.6% |
| 30D | -6.0% | +0.6% | -6.6% | -5.9% |
| 3M | -5.6% | -18.5% | +12.9% | -5.7% |
| 6M | -21.9% | +21.7% | -43.6% | -21.8% |
| YTD | -14.7% | +25.9% | -40.6% | -14.5% |
| 1Y | -17.3% | -25.1% | +7.9% | -17.5% |
| All | -17.3% | -28.1% | +10.8% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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