+681.4%
NFLX vs MARA
-74.3%
+755.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.0% | +1.6% |
| 7D | -1.1% | +5.9% | -7.0% | -1.4% |
| 30D | +4.3% | +24.3% | -20.0% | +3.0% |
| 3M | -4.8% | -12.0% | +7.2% | -4.7% |
| 6M | -18.4% | +40.1% | -58.5% | -20.4% |
| YTD | -17.4% | +33.4% | -50.9% | -19.6% |
| 1Y | -35.7% | -23.7% | -11.9% | -35.9% |
| 3Y | +73.8% | +19.0% | +54.8% | +63.6% |
| 5Y | +29.3% | -66.5% | +95.8% | +21.4% |
| All | +681.4% | -74.3% | +755.7% | +608.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling