+10.6%
ORCL vs MARA
-31.3%
+42.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.5% |
| 7D | +0.5% | +3.3% | -2.8% | 0.0% |
| 30D | -15.3% | -31.2% | +15.9% | -10.9% |
| 3M | -18.2% | -34.2% | +16.0% | -14.0% |
| 6M | -38.4% | -48.7% | +10.3% | -33.5% |
| YTD | -37.7% | -26.1% | -11.7% | -36.3% |
| 1Y | -49.3% | -58.2% | +8.9% | -45.2% |
| 3Y | +10.6% | -28.1% | +38.7% | +18.5% |
| All | +10.6% | -31.3% | +42.0% | +18.5% |
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