+3.0%
MCHP vs MARA
-65.8%
+68.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.2% | +2.9% |
| 7D | 0.0% | +5.9% | -5.9% | -0.9% |
| 30D | -6.0% | +24.3% | -30.3% | -9.7% |
| 3M | -19.7% | -12.0% | -7.7% | -18.9% |
| 6M | +14.0% | +40.1% | -26.1% | +6.7% |
| YTD | +18.4% | +33.4% | -15.0% | +9.9% |
| 1Y | +17.1% | -23.7% | +40.9% | +17.2% |
| 3Y | +0.7% | +19.0% | -18.3% | -17.0% |
| All | +3.0% | -65.8% | +68.8% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling