+224.4%
MRK vs MARA
-74.3%
+298.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.4% | -0.6% |
| 7D | -4.3% | +5.9% | -10.2% | -4.3% |
| 30D | +8.3% | +24.3% | -16.0% | +8.0% |
| 3M | +20.0% | -12.0% | +32.0% | +20.1% |
| 6M | +25.7% | +40.1% | -14.4% | +24.9% |
| YTD | +38.7% | +33.4% | +5.3% | +37.8% |
| 1Y | +74.7% | -23.7% | +98.4% | +74.4% |
| 3Y | +45.4% | +19.0% | +26.4% | +43.0% |
| 5Y | +129.0% | -66.5% | +195.5% | +125.1% |
| All | +224.4% | -74.3% | +298.7% | +195.5% |
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