+76.5%
SPY vs MARA
+13.0%
+63.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.5% |
| 7D | -0.4% | +13.8% | -14.2% | -1.3% |
| 30D | -1.4% | +24.7% | -26.1% | -3.2% |
| 3M | +3.7% | -10.4% | +14.1% | +3.8% |
| 6M | +13.0% | +37.6% | -24.6% | +9.2% |
| YTD | +12.4% | +32.7% | -20.3% | +8.2% |
| 1Y | +18.5% | -25.2% | +43.7% | +18.1% |
| All | +76.5% | +13.0% | +63.5% | +62.1% |
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