+764.5%
ON vs MARA
-86.8%
+851.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.5% |
| 7D | +12.2% | +10.1% | +2.2% | +11.6% |
| 30D | -3.1% | -15.1% | +11.9% | -2.3% |
| 3M | -12.9% | -24.1% | +11.2% | -11.7% |
| 6M | -38.6% | -45.2% | +6.6% | -36.7% |
| YTD | +31.2% | -22.2% | +53.4% | +31.9% |
| 1Y | +47.6% | -45.3% | +92.9% | +51.1% |
| 3Y | +6.6% | -23.9% | +30.5% | +4.3% |
| 5Y | +21.3% | -90.8% | +112.1% | +23.0% |
| 10Y | +533.3% | -81.0% | +614.3% | +440.5% |
| All | +764.5% | -86.8% | +851.3% | +627.0% |
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