+5,744.5%
MU vs MARA
-75.5%
+5,819.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -4.5% |
| 7D | +2.0% | -1.5% | +3.5% | +2.1% |
| 30D | +12.5% | +18.1% | -5.5% | +10.7% |
| 3M | +9.6% | -9.4% | +19.0% | +10.5% |
| 6M | +142.6% | +33.4% | +109.2% | +137.2% |
| YTD | +242.7% | +27.3% | +215.4% | +234.7% |
| 1Y | +599.3% | -27.9% | +627.2% | +610.9% |
| 3Y | +1,308.3% | +4.8% | +1,303.5% | +1,232.8% |
| 5Y | +1,263.7% | -68.0% | +1,331.7% | +1,188.9% |
| All | +5,744.5% | -75.5% | +5,819.9% | +4,198.5% |
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