+1,263.7%
MU vs MARA
-70.6%
+1,334.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -4.1% |
| 7D | +2.0% | -1.5% | +3.5% | +2.2% |
| 30D | +12.5% | +18.1% | -5.5% | +8.4% |
| 3M | +9.6% | -9.4% | +19.0% | +11.3% |
| 6M | +142.6% | +33.4% | +109.2% | +131.0% |
| YTD | +242.7% | +27.3% | +215.4% | +225.3% |
| 1Y | +599.3% | -27.9% | +627.2% | +620.1% |
| 3Y | +1,308.3% | +4.8% | +1,303.5% | +1,129.1% |
| 5Y | +1,263.7% | -68.0% | +1,331.7% | +1,149.6% |
| All | +1,263.7% | -70.6% | +1,334.3% | +1,149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling