+19.3%
ARM vs MARA
-60.7%
+80.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -3.6% |
| 7D | -18.7% | -6.5% | -12.2% | -16.4% |
| 30D | -36.7% | -38.5% | +1.8% | -22.9% |
| 3M | -31.6% | -41.5% | +9.9% | -16.0% |
| 6M | -5.6% | -41.9% | +36.3% | +18.5% |
| YTD | +75.5% | -23.5% | +99.0% | +95.1% |
| 1Y | +19.3% | -58.7% | +78.0% | +54.3% |
| All | +19.3% | -60.7% | +80.0% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling