+193.0%
ARM vs MARA
-34.6%
+227.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.6% | +2.1% | +5.2% |
| 7D | -5.3% | +3.3% | -8.6% | -6.2% |
| 30D | -30.0% | -31.2% | +1.2% | -21.0% |
| 3M | -34.1% | -34.2% | +0.1% | -25.2% |
| 6M | -12.6% | -48.7% | +36.0% | +7.2% |
| YTD | +70.4% | -26.1% | +96.5% | +83.0% |
| 1Y | +22.3% | -58.2% | +80.4% | +53.4% |
| 3Y | +261.2% | -28.1% | +289.2% | +192.9% |
| All | +193.0% | -34.6% | +227.6% | +139.6% |
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