+585.3%
ORCL vs MARA
-78.7%
+664.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.1% |
| 7D | +5.3% | +6.0% | -0.7% | +5.1% |
| 30D | +10.0% | +0.6% | +9.3% | +9.9% |
| 3M | -32.6% | -18.5% | -14.1% | -32.4% |
| 6M | +4.9% | +21.7% | -16.8% | +4.2% |
| YTD | -17.8% | +25.9% | -43.7% | -18.5% |
| 1Y | -28.0% | -25.1% | -2.8% | -27.9% |
| 3Y | +36.0% | -5.7% | +41.8% | +33.7% |
| 5Y | +88.7% | -73.9% | +162.7% | +85.0% |
| 10Y | +346.9% | -75.6% | +422.5% | +307.2% |
| All | +585.3% | -78.7% | +664.0% | +518.7% |
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