+558.6%
QQQ vs MARA
-74.3%
+632.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +0.6% |
| 7D | -0.6% | +5.9% | -6.5% | -0.9% |
| 30D | -1.2% | +24.3% | -25.5% | -2.4% |
| 3M | -0.2% | -12.0% | +11.8% | 0.0% |
| 6M | +17.9% | +40.1% | -22.2% | +15.3% |
| YTD | +16.6% | +33.4% | -16.8% | +13.9% |
| 1Y | +23.0% | -23.7% | +46.7% | +22.8% |
| 3Y | +92.9% | +19.0% | +74.0% | +82.7% |
| 5Y | +95.6% | -66.5% | +162.1% | +84.7% |
| All | +558.6% | -74.3% | +632.8% | +462.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling