+183.9%
MCD vs MARA
-74.5%
+258.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | 0.0% |
| 7D | -2.0% | +15.6% | -17.7% | -2.3% |
| 30D | -6.1% | +17.2% | -23.4% | -6.4% |
| 3M | -7.3% | -14.2% | +6.9% | -7.2% |
| 6M | -20.9% | +47.7% | -68.6% | -21.7% |
| YTD | -14.7% | +31.7% | -46.4% | -15.4% |
| 1Y | -16.1% | -22.2% | +6.1% | -16.3% |
| 3Y | -1.5% | +8.4% | -9.9% | -3.8% |
| 5Y | +20.4% | -68.3% | +88.7% | +17.2% |
| All | +183.9% | -74.5% | +258.4% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling