+213.3%
MCD vs MARA
-80.1%
+293.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.5% | -10.3% | +0.1% |
| 7D | +7.3% | +2.5% | +4.8% | +7.2% |
| 30D | +20.0% | -23.9% | +43.9% | +20.4% |
| 3M | +3.8% | -23.2% | +27.0% | +4.1% |
| 6M | +3.8% | -43.3% | +47.0% | +4.3% |
| YTD | -5.9% | -18.3% | +12.4% | -6.1% |
| 1Y | -3.2% | -52.9% | +49.7% | -2.7% |
| 3Y | +13.3% | -23.6% | +36.9% | +11.3% |
| 5Y | +25.2% | -88.7% | +113.9% | +23.8% |
| 10Y | +213.3% | -80.3% | +293.7% | +183.9% |
| All | +213.3% | -80.1% | +293.5% | +183.9% |
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