+1,925.8%
MRVL vs MARA
-74.3%
+2,000.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.8% | -0.8% | +3.6% |
| 7D | +5.6% | +5.9% | -0.3% | +5.1% |
| 30D | +8.8% | +24.3% | -15.5% | +6.7% |
| 3M | -15.9% | -12.0% | -3.9% | -14.9% |
| 6M | +161.3% | +40.1% | +121.1% | +154.3% |
| YTD | +178.2% | +33.4% | +144.8% | +170.1% |
| 1Y | +255.3% | -23.7% | +279.1% | +258.8% |
| 3Y | +323.1% | +19.0% | +304.1% | +295.5% |
| 5Y | +293.2% | -66.5% | +359.7% | +270.1% |
| All | +1,925.8% | -74.3% | +2,000.1% | +1,503.0% |
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