-71.8%
PYPL vs MARA
-90.4%
+18.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.1% |
| 7D | +0.1% | +10.1% | -10.0% | -1.5% |
| 30D | +5.7% | -15.1% | +20.7% | +7.5% |
| 3M | -1.9% | -24.1% | +22.2% | +0.6% |
| 6M | +31.8% | -45.2% | +77.0% | +39.9% |
| YTD | +2.4% | -22.2% | +24.6% | +0.9% |
| 1Y | -8.2% | -45.3% | +37.1% | -5.0% |
| 3Y | +10.2% | -23.9% | +34.1% | -7.8% |
| All | -71.8% | -90.4% | +18.6% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling