+15,816.2%
MU vs MARA
-78.7%
+15,894.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.2% |
| 7D | +9.0% | +6.0% | +3.0% | +8.6% |
| 30D | +13.8% | +0.6% | +13.2% | +13.6% |
| 3M | +2.1% | -18.5% | +20.6% | +3.2% |
| 6M | +153.8% | +21.7% | +132.1% | +151.5% |
| YTD | +256.4% | +25.9% | +230.4% | +251.6% |
| 1Y | +719.8% | -25.1% | +744.9% | +727.2% |
| 3Y | +1,360.4% | -5.7% | +1,366.1% | +1,320.1% |
| 5Y | +1,312.4% | -73.9% | +1,386.4% | +1,276.5% |
| 10Y | +6,142.6% | -75.6% | +6,218.2% | +5,105.5% |
| All | +15,816.2% | -78.7% | +15,894.9% | +13,227.0% |
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