+152.3%
ACN vs MARA
-81.0%
+233.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | -3.8% | +10.1% | -13.9% | -4.2% |
| 30D | +16.5% | -15.1% | +31.6% | +16.9% |
| 3M | +41.5% | -24.1% | +65.6% | +42.1% |
| 6M | +60.1% | -45.2% | +105.2% | +61.9% |
| YTD | -3.9% | -22.2% | +18.2% | -4.6% |
| 1Y | +4.1% | -45.3% | +49.4% | +4.6% |
| 3Y | -15.9% | -23.9% | +8.0% | -18.6% |
| 5Y | -26.3% | -90.8% | +64.5% | -27.7% |
| All | +152.3% | -81.0% | +233.3% | +122.2% |
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 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