+629.3%
ON vs MARA
-74.3%
+703.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.8% | +3.7% | +8.1% |
| 7D | +2.4% | +5.9% | -3.6% | +1.8% |
| 30D | -8.6% | +24.3% | -32.9% | -10.7% |
| 3M | -34.3% | -12.0% | -22.4% | -34.0% |
| 6M | +28.5% | +40.1% | -11.6% | +23.9% |
| YTD | +40.6% | +33.4% | +7.2% | +35.1% |
| 1Y | +55.3% | -23.7% | +79.1% | +55.8% |
| 3Y | -22.2% | +19.0% | -41.2% | -28.5% |
| 5Y | +62.4% | -66.5% | +128.9% | +50.8% |
| All | +629.3% | -74.3% | +703.6% | +448.8% |
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