-14.8%
PYPL vs MARA
+13.0%
-27.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -4.3% | +13.8% | -18.2% | -5.8% |
| 30D | -11.5% | +24.7% | -36.1% | -13.8% |
| 3M | +26.1% | -10.4% | +36.6% | +26.5% |
| 6M | +13.7% | +37.6% | -24.0% | +7.5% |
| YTD | -9.8% | +32.7% | -42.6% | -15.3% |
| 1Y | -22.1% | -25.2% | +3.1% | -22.2% |
| All | -14.8% | +13.0% | -27.8% | -30.4% |
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