+70.7%
NFLX vs MARA
+13.0%
+57.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.0% |
| 7D | -8.1% | +13.8% | -21.9% | -8.9% |
| 30D | -0.3% | +24.7% | -25.0% | -2.1% |
| 3M | -6.6% | -10.4% | +3.8% | -6.5% |
| 6M | -22.7% | +37.6% | -60.3% | -25.6% |
| YTD | -18.9% | +32.7% | -51.6% | -22.3% |
| 1Y | -39.8% | -25.2% | -14.6% | -40.2% |
| All | +70.7% | +13.0% | +57.7% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling