+310.3%
QCOM vs MARA
-86.2%
+396.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.5% | -9.3% | +0.8% |
| 7D | +5.5% | +2.5% | +3.0% | +5.4% |
| 30D | -1.1% | -23.9% | +22.8% | -0.2% |
| 3M | +7.6% | -23.2% | +30.8% | +8.3% |
| 6M | -20.1% | -43.3% | +23.2% | -18.7% |
| YTD | +3.0% | -18.3% | +21.3% | +3.1% |
| 1Y | +3.2% | -52.9% | +56.1% | +5.1% |
| 3Y | +48.9% | -23.6% | +72.5% | +46.0% |
| 5Y | +21.1% | -88.7% | +109.7% | +20.2% |
| 10Y | +242.8% | -80.3% | +323.1% | +206.4% |
| All | +310.3% | -86.2% | +396.5% | +264.2% |
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 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