+234.2%
SLV vs MARA
-74.4%
+308.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +2.8% | +13.8% | -11.1% | +2.4% |
| 30D | +2.2% | +24.7% | -22.5% | +1.4% |
| 3M | +2.9% | -10.4% | +13.3% | +3.0% |
| 6M | -22.4% | +37.6% | -60.1% | -23.4% |
| YTD | -5.7% | +32.7% | -38.5% | -6.9% |
| 1Y | +63.3% | -25.2% | +88.5% | +63.4% |
| 3Y | +189.0% | +9.3% | +179.7% | +180.0% |
| 5Y | +172.7% | -69.3% | +242.0% | +163.1% |
| All | +234.2% | -74.4% | +308.6% | +214.3% |
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