+181.3%
MCD vs MARA
-74.3%
+255.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -2.9% | +13.8% | -16.7% | -3.1% |
| 30D | -6.7% | +24.7% | -31.4% | -7.1% |
| 3M | -9.6% | -10.4% | +0.9% | -9.6% |
| 6M | -22.3% | +37.6% | -59.9% | -22.9% |
| YTD | -15.4% | +32.7% | -48.2% | -16.2% |
| 1Y | -16.8% | -25.2% | +8.4% | -16.9% |
| 3Y | -2.4% | +9.3% | -11.7% | -4.7% |
| 5Y | +19.4% | -69.3% | +88.7% | +16.2% |
| 10Y | +181.3% | -73.6% | +254.9% | +162.5% |
| All | +181.3% | -74.3% | +255.6% | +162.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling