+153.8%
MU vs MARA
+24.1%
+129.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +7.4% |
| 7D | +9.0% | +6.0% | +3.0% | +5.0% |
| 30D | +13.8% | +0.6% | +13.2% | +11.2% |
| 3M | +2.1% | -18.5% | +20.6% | +12.2% |
| 6M | +153.8% | +21.7% | +132.1% | +147.4% |
| All | +153.8% | +24.1% | +129.7% | +147.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling