+1,507.7%
V vs MARA
-86.8%
+1,594.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.4% |
| 7D | +0.9% | +10.1% | -9.2% | +0.7% |
| 30D | +9.0% | -15.1% | +24.0% | +9.3% |
| 3M | +16.7% | -24.1% | +40.8% | +17.1% |
| 6M | +33.4% | -45.2% | +78.6% | +34.5% |
| YTD | +22.4% | -22.2% | +44.5% | +22.0% |
| 1Y | +27.7% | -45.3% | +73.0% | +28.3% |
| 3Y | +78.0% | -23.9% | +101.8% | +74.2% |
| 5Y | +108.5% | -90.8% | +199.3% | +106.7% |
| 10Y | +459.0% | -81.0% | +540.0% | +394.6% |
| All | +1,507.7% | -86.8% | +1,594.5% | +1,282.8% |
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