+36.2%
QCOM vs MARA
-69.8%
+105.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.6% |
| 7D | +5.1% | +15.6% | -10.6% | +2.9% |
| 30D | +4.3% | +17.2% | -13.0% | +1.5% |
| 3M | -19.6% | -14.2% | -5.5% | -18.8% |
| 6M | +29.5% | +47.7% | -18.2% | +21.4% |
| YTD | +3.4% | +31.7% | -28.4% | -2.7% |
| 1Y | +10.9% | -22.2% | +33.1% | +10.5% |
| 3Y | +74.8% | +8.4% | +66.3% | +48.4% |
| 5Y | +36.2% | -68.3% | +104.5% | +16.2% |
| All | +36.2% | -69.8% | +105.9% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling