+4,609.2%
MU vs MARA
-79.2%
+4,688.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.4% | +7.5% | +11.5% |
| 7D | +2.0% | +11.5% | -9.5% | +1.2% |
| 30D | -18.0% | -18.9% | +0.9% | -16.3% |
| 3M | -6.6% | -20.9% | +14.3% | -4.8% |
| 6M | +2.0% | -42.8% | +44.8% | +7.3% |
| YTD | +184.5% | -14.7% | +199.2% | +188.0% |
| 1Y | +236.9% | -47.6% | +284.5% | +253.7% |
| 3Y | +987.0% | -20.3% | +1,007.2% | +961.4% |
| 5Y | +1,014.6% | -89.2% | +1,103.8% | +1,034.3% |
| 10Y | +4,609.2% | -79.2% | +4,688.4% | +3,440.2% |
| All | +4,609.2% | -79.2% | +4,688.4% | +3,440.2% |
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