+265.1%
MU vs MARA
-60.7%
+325.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -3.0% | -5.3% |
| 7D | -19.1% | -6.5% | -12.6% | -16.8% |
| 30D | -25.2% | -38.5% | +13.3% | -8.6% |
| 3M | -10.9% | -41.5% | +30.6% | +9.0% |
| 6M | +38.0% | -41.9% | +79.9% | +73.5% |
| YTD | +178.8% | -23.5% | +202.3% | +220.1% |
| 1Y | +265.1% | -58.7% | +323.8% | +426.0% |
| All | +265.1% | -60.7% | +325.8% | +426.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling