+175.8%
SLV vs MARA
-81.0%
+256.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.1% |
| 7D | -5.8% | +10.1% | -15.9% | -6.2% |
| 30D | -12.1% | -15.1% | +2.9% | -11.8% |
| 3M | -24.1% | -24.1% | 0.0% | -23.6% |
| 6M | -44.4% | -45.2% | +0.8% | -43.5% |
| YTD | -31.5% | -22.2% | -9.3% | -31.2% |
| 1Y | -6.9% | -45.3% | +38.4% | -5.8% |
| 3Y | +116.0% | -23.9% | +139.9% | +112.1% |
| 5Y | +88.4% | -90.8% | +179.2% | +87.7% |
| All | +175.8% | -81.0% | +256.8% | +152.9% |
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