+5,848.2%
NFLX vs MARA
-86.8%
+5,935.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.8% |
| 7D | -2.0% | +10.1% | -12.1% | -2.3% |
| 30D | -11.9% | -15.1% | +3.1% | -11.6% |
| 3M | -20.6% | -24.1% | +3.5% | -20.2% |
| 6M | -29.0% | -45.2% | +16.2% | -28.2% |
| YTD | -33.7% | -22.2% | -11.6% | -33.9% |
| 1Y | -46.2% | -45.3% | -0.8% | -45.8% |
| 3Y | +39.8% | -23.9% | +63.6% | +36.4% |
| 5Y | -9.0% | -90.8% | +81.8% | -10.1% |
| 10Y | +441.5% | -81.0% | +522.5% | +390.0% |
| All | +5,848.2% | -86.8% | +5,935.0% | +5,214.2% |
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