-68.3%
MARA vs ACGL
+158.6%
-226.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.5% |
| 7D | +15.6% | -2.9% | +18.6% | +17.0% |
| 30D | +17.2% | -2.8% | +20.1% | +18.4% |
| 3M | -14.2% | +6.8% | -21.0% | -17.7% |
| 6M | +47.7% | -1.5% | +49.2% | +46.3% |
| YTD | +31.7% | -0.2% | +32.0% | +28.1% |
| 1Y | -22.2% | +5.3% | -27.5% | -27.2% |
| 3Y | +8.4% | +30.3% | -21.8% | -16.0% |
| 5Y | -68.3% | +151.8% | -220.1% | -87.8% |
| All | -68.3% | +158.6% | -226.9% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling