+906.2%
MU vs MARA
-31.3%
+937.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.6% | +1.7% | +5.1% |
| 7D | -12.0% | +3.3% | -15.3% | -12.4% |
| 30D | -28.7% | -31.2% | +2.5% | -21.7% |
| 3M | -16.4% | -34.2% | +17.7% | -8.2% |
| 6M | -1.8% | -48.7% | +46.9% | +15.1% |
| YTD | +157.1% | -26.1% | +183.1% | +176.5% |
| 1Y | +208.5% | -58.2% | +266.7% | +265.7% |
| 3Y | +906.2% | -28.1% | +934.2% | +1,053.2% |
| All | +906.2% | -31.3% | +937.5% | +1,053.2% |
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 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