-80.3%
MARA vs ACGL
+332.0%
-412.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.6% | +10.1% |
| 7D | +2.5% | +1.3% | +1.3% | +1.7% |
| 30D | -23.9% | +14.2% | -38.1% | -29.6% |
| 3M | -23.2% | +11.1% | -34.3% | -28.1% |
| 6M | -43.3% | +16.4% | -59.6% | -49.1% |
| YTD | -18.3% | +13.8% | -32.0% | -26.8% |
| 1Y | -52.9% | +21.6% | -74.4% | -59.6% |
| 3Y | -23.6% | +33.5% | -57.2% | -40.5% |
| 5Y | -88.7% | +174.8% | -263.5% | -94.7% |
| 10Y | -80.3% | +330.4% | -410.7% | -91.0% |
| All | -80.3% | +332.0% | -412.3% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling