+182.0%
SLV vs MARA
-80.4%
+262.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -3.1% |
| 7D | -3.9% | +22.4% | -26.3% | -4.5% |
| 30D | -15.6% | -21.0% | +5.3% | -15.1% |
| 3M | -23.6% | -25.3% | +1.7% | -23.0% |
| 6M | -42.6% | -43.4% | +0.8% | -41.7% |
| YTD | -30.0% | -19.8% | -10.1% | -29.8% |
| 1Y | -6.6% | -50.0% | +43.4% | -5.3% |
| 3Y | +121.8% | -25.1% | +146.9% | +117.9% |
| 5Y | +92.7% | -90.5% | +183.2% | +91.7% |
| All | +182.0% | -80.4% | +262.4% | +158.4% |
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