-22.2%
MARA vs ACGL
+2.4%
-24.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +2.5% |
| 7D | +15.6% | -2.9% | +18.6% | +12.7% |
| 30D | +17.2% | -2.8% | +20.1% | +14.6% |
| 3M | -14.2% | +6.8% | -21.0% | -9.3% |
| 6M | +47.7% | -1.5% | +49.2% | +47.2% |
| YTD | +31.7% | -0.2% | +32.0% | +34.9% |
| 1Y | -22.2% | +5.3% | -27.5% | -17.3% |
| All | -22.2% | +2.4% | -24.5% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling