-52.9%
MARA vs ACGL
+22.9%
-75.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.6% | +11.5% |
| 7D | +2.5% | +1.3% | +1.3% | +4.0% |
| 30D | -23.9% | +14.2% | -38.1% | -12.6% |
| 3M | -23.2% | +11.1% | -34.3% | -14.0% |
| 6M | -43.3% | +16.4% | -59.6% | -32.1% |
| YTD | -18.3% | +13.8% | -32.0% | -2.4% |
| 1Y | -52.9% | +21.6% | -74.4% | -37.7% |
| All | -52.9% | +22.9% | -75.8% | -37.7% |
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