+62.5%
T vs MARA
-81.0%
+143.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | +2.5% | +10.1% | -7.5% | +2.5% |
| 30D | -3.8% | -15.1% | +11.3% | -3.7% |
| 3M | -8.7% | -24.1% | +15.4% | -8.6% |
| 6M | -8.1% | -45.2% | +37.1% | -7.8% |
| YTD | -6.4% | -22.2% | +15.7% | -6.6% |
| 1Y | -9.8% | -45.3% | +35.6% | -9.6% |
| 3Y | +65.5% | -23.9% | +89.3% | +63.3% |
| 5Y | +57.0% | -90.8% | +147.7% | +55.4% |
| All | +62.5% | -81.0% | +143.5% | +54.0% |
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