+52.5%
V vs MARA
-0.2%
+52.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -1.9% |
| 7D | -1.1% | +15.6% | -16.7% | -1.6% |
| 30D | +1.9% | +17.2% | -15.4% | +1.2% |
| 3M | +15.5% | -14.2% | +29.7% | +15.8% |
| 6M | +16.6% | +47.7% | -31.1% | +13.7% |
| YTD | +5.7% | +31.7% | -26.0% | +3.2% |
| 1Y | +8.6% | -22.2% | +30.7% | +8.2% |
| 3Y | +52.5% | +8.4% | +44.1% | +43.9% |
| All | +52.5% | -0.2% | +52.7% | +43.9% |
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