+286.5%
ARM vs MARA
-23.6%
+310.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | +0.2% |
| 7D | +19.8% | +22.4% | -2.6% | +11.9% |
| 30D | -21.8% | -21.0% | -0.8% | -15.7% |
| 3M | -26.5% | -25.3% | -1.2% | -20.1% |
| 6M | -3.9% | -43.4% | +39.5% | +14.2% |
| YTD | +82.8% | -19.8% | +102.6% | +90.9% |
| 1Y | +34.3% | -50.0% | +84.3% | +59.6% |
| All | +286.5% | -23.6% | +310.1% | +197.8% |
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