+178.3%
T vs MARA
-78.7%
+257.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | -1.3% | +6.0% | -7.3% | -1.3% |
| 30D | +11.4% | +0.6% | +10.7% | +11.3% |
| 3M | +14.3% | -18.5% | +32.8% | +14.4% |
| 6M | -9.3% | +21.7% | -31.0% | -9.5% |
| YTD | +7.1% | +25.9% | -18.8% | +6.7% |
| 1Y | -9.1% | -25.1% | +16.1% | -9.1% |
| 3Y | +105.3% | -5.7% | +111.1% | +103.4% |
| 5Y | +66.8% | -73.9% | +140.8% | +64.9% |
| 10Y | +66.8% | -75.6% | +142.4% | +59.5% |
| All | +178.3% | -78.7% | +257.0% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling