+305.4%
QCOM vs MARA
-87.5%
+392.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.5% |
| 7D | +5.8% | +3.3% | +2.5% | +5.7% |
| 30D | -2.3% | -31.2% | +28.9% | -1.0% |
| 3M | +2.7% | -34.2% | +36.9% | +4.0% |
| 6M | -21.0% | -48.7% | +27.7% | -19.4% |
| YTD | +1.8% | -26.1% | +27.9% | +2.2% |
| 1Y | +2.4% | -58.2% | +60.6% | +4.8% |
| 3Y | +52.1% | -28.1% | +80.2% | +49.6% |
| 5Y | +14.6% | -91.3% | +105.9% | +14.7% |
| 10Y | +230.9% | -82.1% | +313.0% | +196.9% |
| All | +305.4% | -87.5% | +392.9% | +261.3% |
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