+311.3%
ARM vs MARA
+16.6%
+294.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +2.3% |
| 7D | +11.4% | +15.6% | -4.3% | +6.4% |
| 30D | -7.4% | +17.2% | -24.7% | -12.8% |
| 3M | -24.5% | -14.2% | -10.3% | -21.9% |
| 6M | +128.7% | +47.7% | +81.0% | +103.0% |
| YTD | +139.3% | +31.7% | +107.5% | +113.4% |
| 1Y | +88.0% | -22.2% | +110.1% | +91.1% |
| All | +311.3% | +16.6% | +294.7% | +179.4% |
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