+526.3%
MRK vs MARA
-77.5%
+603.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -2.7% | +13.8% | -16.6% | -2.8% |
| 30D | +12.7% | +24.7% | -12.0% | +12.4% |
| 3M | +24.2% | -10.4% | +34.7% | +24.2% |
| 6M | +27.8% | +37.6% | -9.8% | +27.2% |
| YTD | +42.2% | +32.7% | +9.5% | +41.5% |
| 1Y | +80.2% | -25.2% | +105.4% | +80.0% |
| 3Y | +48.4% | +9.3% | +39.1% | +46.6% |
| 5Y | +133.6% | -69.3% | +202.9% | +130.6% |
| 10Y | +236.2% | -73.6% | +309.8% | +213.9% |
| All | +526.3% | -77.5% | +603.8% | +482.3% |
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