-87.4%
MARA vs AA
-17.9%
-69.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.2% | -1.9% |
| 7D | +10.1% | +0.5% | +9.6% | +9.5% |
| 30D | -15.1% | -0.6% | -14.5% | -14.9% |
| 3M | -24.1% | -19.7% | -4.4% | -14.0% |
| 6M | -45.2% | -41.6% | -3.6% | -26.5% |
| YTD | -22.2% | -24.6% | +2.5% | -13.5% |
| 1Y | -45.3% | +4.9% | -50.2% | -50.5% |
| 3Y | -23.9% | +66.8% | -90.7% | -53.1% |
| All | -87.4% | -17.9% | -69.4% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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