+63.3%
PYPL vs MARA
-85.4%
+148.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.9% |
| 7D | +0.1% | +10.1% | -10.0% | -0.7% |
| 30D | +5.7% | -15.1% | +20.7% | +6.5% |
| 3M | -1.9% | -24.1% | +22.2% | -0.6% |
| 6M | +31.8% | -45.2% | +77.0% | +35.7% |
| YTD | +2.4% | -22.2% | +24.6% | +2.0% |
| 1Y | -8.2% | -45.3% | +37.1% | -6.5% |
| 3Y | +10.2% | -23.9% | +34.1% | +4.5% |
| 5Y | -71.2% | -90.8% | +19.6% | -71.5% |
| 10Y | +49.6% | -81.0% | +130.6% | +20.5% |
| All | +63.3% | -85.4% | +148.7% | +29.6% |
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