+299.0%
QCOM vs MARA
-78.7%
+377.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | +3.3% | +6.0% | -2.7% | +3.1% |
| 30D | +7.7% | +0.6% | +7.1% | +7.5% |
| 3M | -30.1% | -18.5% | -11.5% | -29.7% |
| 6M | +22.8% | +21.7% | +1.1% | +21.6% |
| YTD | +0.2% | +25.9% | -25.8% | -1.2% |
| 1Y | +7.9% | -25.1% | +33.0% | +8.0% |
| 3Y | +55.8% | -5.7% | +61.6% | +51.3% |
| 5Y | +30.1% | -73.9% | +104.0% | +26.1% |
| 10Y | +248.9% | -75.6% | +324.5% | +207.8% |
| All | +299.0% | -78.7% | +377.6% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling