+78.3%
SPY vs MARA
-23.6%
+101.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | +0.1% |
| 7D | +3.3% | +22.4% | -19.2% | +1.7% |
| 30D | -2.7% | -21.0% | +18.3% | -1.3% |
| 3M | -1.7% | -25.3% | +23.6% | -0.4% |
| 6M | +3.1% | -43.4% | +46.5% | +6.0% |
| YTD | +11.9% | -19.8% | +31.7% | +11.2% |
| 1Y | +12.0% | -50.0% | +62.0% | +14.8% |
| All | +78.3% | -23.6% | +101.9% | +78.6% |
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