+321.2%
MRVL vs MARA
+13.0%
+308.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | +13.8% | +13.8% | 0.0% | +10.3% |
| 30D | +12.7% | +24.7% | -12.0% | +7.0% |
| 3M | -11.9% | -10.4% | -1.5% | -10.2% |
| 6M | +153.8% | +37.6% | +116.2% | +138.7% |
| YTD | +177.0% | +32.7% | +144.2% | +157.7% |
| 1Y | +252.3% | -25.2% | +277.5% | +258.6% |
| All | +321.2% | +13.0% | +308.2% | +275.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling