+418.9%
ORCL vs MARA
-87.5%
+506.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +3.1% |
| 7D | +0.5% | +3.3% | -2.8% | +0.4% |
| 30D | -15.3% | -31.2% | +15.9% | -14.5% |
| 3M | -18.2% | -34.2% | +16.0% | -17.4% |
| 6M | -38.4% | -48.7% | +10.3% | -37.5% |
| YTD | -37.7% | -26.1% | -11.7% | -37.4% |
| 1Y | -49.3% | -58.2% | +8.9% | -48.4% |
| 3Y | +10.6% | -28.1% | +38.7% | +9.9% |
| 5Y | +35.5% | -91.3% | +126.8% | +35.6% |
| 10Y | +251.6% | -82.1% | +333.7% | +224.1% |
| All | +418.9% | -87.5% | +506.4% | +374.7% |
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