+1,341.2%
MU vs MARA
-0.2%
+1,341.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -2.6% |
| 7D | +7.2% | +15.6% | -8.5% | +3.4% |
| 30D | +14.0% | +17.2% | -3.3% | +9.1% |
| 3M | +5.4% | -14.2% | +19.5% | +8.2% |
| 6M | +170.3% | +47.7% | +122.6% | +151.2% |
| YTD | +250.7% | +31.7% | +218.9% | +229.0% |
| 1Y | +662.1% | -22.2% | +684.3% | +673.5% |
| 3Y | +1,341.2% | +8.4% | +1,332.8% | +1,298.7% |
| All | +1,341.2% | -0.2% | +1,341.4% | +1,298.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling