+661.2%
MU vs MARA
-22.6%
+683.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | +7.5% | +13.8% | -6.4% | +1.7% |
| 30D | +19.4% | +24.7% | -5.3% | +7.5% |
| 3M | +9.8% | -10.4% | +20.3% | +12.8% |
| 6M | +164.1% | +37.6% | +126.5% | +142.4% |
| YTD | +260.3% | +32.7% | +227.6% | +230.6% |
| 1Y | +661.2% | -25.2% | +686.4% | +680.0% |
| All | +661.2% | -22.6% | +683.8% | +680.0% |
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