+128.3%
SLV vs MARA
-18.7%
+147.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | 0.0% |
| 7D | -1.1% | +11.5% | -12.6% | -2.3% |
| 30D | -14.2% | -18.9% | +4.7% | -12.8% |
| 3M | -20.3% | -20.9% | +0.5% | -18.9% |
| 6M | -40.2% | -42.8% | +2.6% | -37.8% |
| YTD | -27.6% | -14.7% | -12.9% | -27.2% |
| 1Y | +0.4% | -47.6% | +48.1% | +2.8% |
| All | +128.3% | -18.7% | +147.0% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling