+287.0%
ACN vs MARA
-78.7%
+365.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -3.3% |
| 7D | -1.5% | +6.0% | -7.5% | -1.7% |
| 30D | +9.4% | +0.6% | +8.7% | +9.3% |
| 3M | +5.6% | -18.5% | +24.2% | +5.8% |
| 6M | -9.3% | +21.7% | -31.0% | -10.1% |
| YTD | -29.0% | +25.9% | -54.9% | -29.8% |
| 1Y | -24.7% | -25.1% | +0.5% | -24.8% |
| 3Y | -39.8% | -5.7% | -34.1% | -41.3% |
| 5Y | -40.9% | -73.9% | +33.0% | -42.5% |
| 10Y | +91.1% | -75.6% | +166.7% | +72.0% |
| All | +287.0% | -78.7% | +365.7% | +242.9% |
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 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