+8,434.7%
SHOP vs MARA
-87.1%
+8,521.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.3% |
| 7D | -5.1% | +6.0% | -11.1% | -5.7% |
| 30D | +0.6% | +0.6% | 0.0% | +0.1% |
| 3M | +25.0% | -18.5% | +43.6% | +26.0% |
| 6M | +11.9% | +21.7% | -9.8% | +7.6% |
| YTD | -9.9% | +25.9% | -35.8% | -14.3% |
| 1Y | 0.0% | -25.1% | +25.1% | -0.3% |
| 3Y | +117.5% | -5.7% | +123.2% | +99.7% |
| 5Y | -6.6% | -73.9% | +67.3% | -12.4% |
| 10Y | +3,320.3% | -75.6% | +3,395.9% | +2,534.5% |
| All | +8,434.7% | -87.1% | +8,521.9% | +5,397.6% |
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 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