+1,313.7%
V vs MARA
-78.7%
+1,392.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -1.7% | +6.0% | -7.7% | -1.9% |
| 30D | +2.0% | +0.6% | +1.3% | +1.9% |
| 3M | +17.4% | -18.5% | +35.9% | +17.6% |
| 6M | +17.5% | +21.7% | -4.2% | +16.5% |
| YTD | +7.6% | +25.9% | -18.4% | +6.3% |
| 1Y | +7.7% | -25.1% | +32.9% | +7.5% |
| 3Y | +54.7% | -5.7% | +60.4% | +50.7% |
| 5Y | +73.0% | -73.9% | +147.0% | +68.2% |
| 10Y | +390.9% | -75.6% | +466.5% | +331.5% |
| All | +1,313.7% | -78.7% | +1,392.3% | +1,105.2% |
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