+476.5%
V vs MARA
-80.4%
+557.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -0.4% | +22.4% | -22.8% | -1.0% |
| 30D | +6.3% | -21.0% | +27.3% | +6.9% |
| 3M | +17.2% | -25.3% | +42.5% | +17.8% |
| 6M | +29.2% | -43.4% | +72.6% | +30.6% |
| YTD | +20.8% | -19.8% | +40.6% | +20.2% |
| 1Y | +25.0% | -50.0% | +75.0% | +26.1% |
| 3Y | +75.3% | -25.1% | +100.4% | +70.1% |
| 5Y | +105.8% | -90.5% | +196.4% | +102.5% |
| All | +476.5% | -80.4% | +557.0% | +414.5% |
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