+324.9%
MCD vs MARA
-88.0%
+412.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.6% |
| 7D | +7.1% | -6.2% | +13.3% | +7.2% |
| 30D | +19.8% | -38.7% | +58.5% | +20.3% |
| 3M | +0.8% | -40.4% | +41.2% | +1.2% |
| 6M | -1.3% | -51.3% | +50.0% | -0.8% |
| YTD | -7.8% | -29.3% | +21.5% | -7.8% |
| 1Y | -5.0% | -60.2% | +55.3% | -4.4% |
| 3Y | +10.5% | -31.3% | +41.8% | +9.4% |
| 5Y | +22.0% | -90.1% | +112.0% | +21.2% |
| 10Y | +216.7% | -81.2% | +297.9% | +196.2% |
| All | +324.9% | -88.0% | +412.9% | +295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling