-8.5%
MARA vs ACGL
+35.2%
-43.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.5% |
| 7D | +6.0% | -0.7% | +6.7% | +6.0% |
| 30D | +0.6% | -1.0% | +1.6% | +0.6% |
| 3M | -18.5% | +11.0% | -29.6% | -19.8% |
| 6M | +21.7% | -0.3% | +22.1% | +21.6% |
| YTD | +25.9% | +2.3% | +23.7% | +24.6% |
| 1Y | -25.1% | +6.4% | -31.5% | -26.9% |
| All | -8.5% | +35.2% | -43.7% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling