+375.4%
SBUX vs MARA
-77.5%
+453.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.9% |
| 7D | -6.3% | +13.8% | -20.1% | -6.5% |
| 30D | -3.9% | +24.7% | -28.5% | -4.4% |
| 3M | +3.3% | -10.4% | +13.7% | +3.3% |
| 6M | +1.4% | +37.6% | -36.2% | +0.4% |
| YTD | +21.0% | +32.7% | -11.8% | +19.5% |
| 1Y | +22.4% | -25.2% | +47.6% | +22.2% |
| 3Y | +13.2% | +9.3% | +4.0% | +10.4% |
| 5Y | -5.2% | -69.3% | +64.2% | -7.8% |
| 10Y | +128.3% | -73.6% | +201.9% | +106.4% |
| All | +375.4% | -77.5% | +453.0% | +332.2% |
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