+34.4%
TSLA vs MARA
+13.0%
+21.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +3.0% | +13.8% | -10.8% | +0.1% |
| 30D | +11.2% | +24.7% | -13.5% | +5.1% |
| 3M | -7.3% | -10.4% | +3.2% | -6.6% |
| 6M | -7.7% | +37.6% | -45.4% | -16.7% |
| YTD | -18.2% | +32.7% | -51.0% | -27.0% |
| 1Y | +6.0% | -25.2% | +31.2% | +6.6% |
| All | +34.4% | +13.0% | +21.5% | +12.9% |
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