+52.1%
QCOM vs MARA
-31.3%
+83.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.0% |
| 7D | +5.8% | +3.3% | +2.5% | +5.3% |
| 30D | -2.3% | -31.2% | +28.9% | +2.4% |
| 3M | +2.7% | -34.2% | +36.9% | +7.3% |
| 6M | -21.0% | -48.7% | +27.7% | -15.2% |
| YTD | +1.8% | -26.1% | +27.9% | +3.4% |
| 1Y | +2.4% | -58.2% | +60.6% | +10.5% |
| 3Y | +52.1% | -28.1% | +80.2% | +61.2% |
| All | +52.1% | -31.3% | +83.5% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling