+199.6%
ARM vs MARA
-31.1%
+230.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.7% |
| 7D | +9.1% | +10.1% | -1.0% | +5.6% |
| 30D | -19.9% | -15.1% | -4.9% | -15.7% |
| 3M | -31.6% | -24.1% | -7.5% | -25.9% |
| 6M | -13.9% | -45.2% | +31.3% | +3.3% |
| YTD | +74.3% | -22.2% | +96.5% | +83.7% |
| 1Y | +35.8% | -45.3% | +81.1% | +57.4% |
| 3Y | +268.6% | -23.9% | +292.5% | +193.1% |
| All | +199.6% | -31.1% | +230.8% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling