+11,380.3%
MU vs MARA
-87.5%
+11,467.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.6% | +1.7% | +6.0% |
| 7D | -12.0% | +3.3% | -15.3% | -12.1% |
| 30D | -28.7% | -31.2% | +2.5% | -27.2% |
| 3M | -16.4% | -34.2% | +17.7% | -14.6% |
| 6M | -1.8% | -48.7% | +46.9% | +2.0% |
| YTD | +157.1% | -26.1% | +183.1% | +161.3% |
| 1Y | +208.5% | -58.2% | +266.7% | +221.9% |
| 3Y | +906.2% | -28.1% | +934.2% | +900.2% |
| 5Y | +893.4% | -91.3% | +984.7% | +916.8% |
| 10Y | +4,271.9% | -82.1% | +4,354.0% | +3,647.1% |
| All | +11,380.3% | -87.5% | +11,467.8% | +9,803.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling