-1.3%
MCD vs MARA
-49.4%
+48.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | 0.0% |
| 7D | +7.1% | -6.2% | +13.3% | +6.8% |
| 30D | +19.8% | -38.7% | +58.5% | +16.3% |
| 3M | +0.8% | -40.4% | +41.2% | -1.8% |
| 6M | -1.3% | -51.3% | +50.0% | -5.8% |
| All | -1.3% | -49.4% | +48.1% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling