+7.9%
QCOM vs MARA
-28.1%
+36.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +3.3% | +6.0% | -2.7% | +2.1% |
| 30D | +7.7% | +0.6% | +7.1% | +6.8% |
| 3M | -30.1% | -18.5% | -11.5% | -28.0% |
| 6M | +22.8% | +21.7% | +1.1% | +18.3% |
| YTD | +0.2% | +25.9% | -25.8% | -4.8% |
| 1Y | +7.9% | -25.1% | +33.0% | +13.8% |
| All | +7.9% | -28.1% | +36.0% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling