+4,407.5%
MU vs MARA
-81.0%
+4,488.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.3% |
| 7D | +12.8% | +10.1% | +2.7% | +11.8% |
| 30D | -14.9% | -15.1% | +0.2% | -13.5% |
| 3M | -18.0% | -24.1% | +6.1% | -16.1% |
| 6M | -3.1% | -45.2% | +42.1% | +2.3% |
| YTD | +172.9% | -22.2% | +195.1% | +178.6% |
| 1Y | +228.8% | -45.3% | +274.1% | +244.6% |
| 3Y | +950.8% | -23.9% | +974.7% | +931.5% |
| 5Y | +931.3% | -90.8% | +1,022.1% | +961.9% |
| All | +4,407.5% | -81.0% | +4,488.5% | +3,317.4% |
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