+51.4%
PYPL vs MARA
-76.4%
+127.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.9% |
| 7D | +2.7% | +6.0% | -3.3% | +2.2% |
| 30D | -4.9% | +0.6% | -5.5% | -5.1% |
| 3M | +28.9% | -18.5% | +47.4% | +29.8% |
| 6M | +18.2% | +21.7% | -3.5% | +15.3% |
| YTD | -5.0% | +25.9% | -31.0% | -8.1% |
| 1Y | -18.8% | -25.1% | +6.3% | -18.9% |
| 3Y | -12.6% | -5.7% | -6.8% | -18.3% |
| 5Y | -80.8% | -73.9% | -6.8% | -82.0% |
| 10Y | +49.9% | -75.6% | +125.5% | +18.5% |
| All | +51.4% | -76.4% | +127.8% | +16.8% |
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