-94.2%
MARA vs AA
+94.4%
-188.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.2% | -2.0% |
| 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% | -14.6% |
| 6M | -45.2% | -41.6% | -3.6% | -27.7% |
| YTD | -22.2% | -24.6% | +2.5% | -13.3% |
| 1Y | -45.3% | +4.9% | -50.2% | -49.4% |
| 3Y | -23.9% | +66.8% | -90.7% | -48.9% |
| 5Y | -90.8% | -19.4% | -71.4% | -91.2% |
| 10Y | -81.0% | +43.1% | -124.1% | -89.8% |
| All | -94.2% | +94.4% | -188.6% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling