-26.3%
QCOM vs MARA
-43.4%
+17.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.5% | -9.3% | -1.0% |
| 7D | +5.5% | +2.5% | +3.0% | +4.5% |
| 30D | -1.1% | -23.9% | +22.8% | +2.7% |
| 3M | +7.6% | -23.2% | +30.8% | +9.1% |
| All | -26.3% | -43.4% | +17.1% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling