+228.9%
ARM vs MARA
-34.2%
+263.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.3% | +2.1% |
| 7D | -15.2% | -6.2% | -9.0% | -13.4% |
| 30D | -40.7% | -38.7% | -2.0% | -30.6% |
| 3M | -39.1% | -40.4% | +1.3% | -28.8% |
| 6M | -26.4% | -51.3% | +24.9% | -8.2% |
| YTD | +59.7% | -29.3% | +89.0% | +74.1% |
| 1Y | +10.3% | -60.2% | +70.6% | +40.6% |
| 3Y | +228.9% | -31.3% | +260.1% | +191.4% |
| All | +228.9% | -34.2% | +263.0% | +191.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling