+228.8%
MU vs MARA
-50.9%
+279.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.2% |
| 7D | +12.8% | +10.1% | +2.7% | +7.7% |
| 30D | -14.9% | -15.1% | +0.2% | -8.6% |
| 3M | -18.0% | -24.1% | +6.1% | -10.4% |
| 6M | -3.1% | -45.2% | +42.1% | +23.3% |
| YTD | +172.9% | -22.2% | +195.1% | +213.1% |
| 1Y | +228.8% | -45.3% | +274.1% | +321.1% |
| All | +228.8% | -50.9% | +279.8% | +321.1% |
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