+3.2%
QCOM vs MARA
-55.7%
+58.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.5% | -9.3% | -0.8% |
| 7D | +5.5% | +2.5% | +3.0% | +4.8% |
| 30D | -1.1% | -23.9% | +22.8% | +3.0% |
| 3M | +7.6% | -23.2% | +30.8% | +10.2% |
| 6M | -20.1% | -43.3% | +23.2% | -13.3% |
| YTD | +3.0% | -18.3% | +21.3% | +4.8% |
| 1Y | +3.2% | -52.9% | +56.1% | +13.1% |
| All | +3.2% | -55.7% | +58.9% | +13.1% |
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