+39.0%
PYPL vs MARA
-75.5%
+114.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +2.5% |
| 7D | -5.9% | -1.5% | -4.5% | -5.9% |
| 30D | -9.4% | +18.1% | -27.5% | -10.6% |
| 3M | +31.3% | -9.4% | +40.7% | +31.4% |
| 6M | +19.1% | +33.4% | -14.3% | +15.4% |
| YTD | -7.9% | +27.3% | -35.2% | -11.0% |
| 1Y | -17.9% | -27.9% | +10.1% | -17.8% |
| 3Y | -11.6% | +4.8% | -16.4% | -18.1% |
| 5Y | -81.0% | -68.0% | -13.0% | -82.4% |
| All | +39.0% | -75.5% | +114.5% | +10.5% |
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 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