+281.8%
QCOM vs MARA
-74.3%
+356.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | +4.4% | +13.8% | -9.5% | +3.5% |
| 30D | +9.4% | +24.7% | -15.3% | +7.7% |
| 3M | -13.7% | -10.4% | -3.2% | -13.5% |
| 6M | +28.9% | +37.6% | -8.8% | +25.8% |
| YTD | +4.7% | +32.7% | -28.0% | +2.0% |
| 1Y | +13.5% | -25.2% | +38.7% | +13.7% |
| 3Y | +77.1% | +9.3% | +67.8% | +67.2% |
| 5Y | +38.9% | -69.3% | +108.3% | +30.8% |
| 10Y | +281.8% | -73.6% | +355.4% | +212.7% |
| All | +281.8% | -74.3% | +356.1% | +212.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling