+296.4%
ARM vs MARA
+11.4%
+285.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.7% |
| 7D | +5.5% | +6.0% | -0.5% | +3.4% |
| 30D | -8.2% | +0.6% | -8.8% | -9.4% |
| 3M | -35.9% | -18.5% | -17.4% | -32.7% |
| 6M | +103.1% | +21.7% | +81.4% | +90.4% |
| YTD | +130.6% | +25.9% | +104.7% | +108.5% |
| 1Y | +86.1% | -25.1% | +111.2% | +91.4% |
| All | +296.4% | +11.4% | +285.0% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling