-11.2%
SHOP vs MARA
-90.4%
+79.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.0% |
| 7D | -1.2% | +10.1% | -11.3% | -3.9% |
| 30D | -14.7% | -15.1% | +0.3% | -12.1% |
| 3M | -7.2% | -24.1% | +16.9% | -3.5% |
| 6M | +54.2% | -45.2% | +99.4% | +69.4% |
| YTD | -8.6% | -22.2% | +13.5% | -12.7% |
| 1Y | +0.5% | -45.3% | +45.8% | +5.3% |
| 3Y | +135.9% | -23.9% | +159.8% | +66.5% |
| All | -11.2% | -90.4% | +79.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling