-91.6%
MARA vs ACGL
+159.2%
-250.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.0% | +11.0% | +9.0% |
| 7D | -6.2% | +0.9% | -7.1% | -6.8% |
| 30D | -38.7% | +13.7% | -52.4% | -42.0% |
| 3M | -40.4% | +8.0% | -48.4% | -42.5% |
| 6M | -51.3% | +13.3% | -64.6% | -54.6% |
| YTD | -29.3% | +11.8% | -41.1% | -34.6% |
| 1Y | -60.2% | +22.2% | -82.5% | -65.1% |
| 3Y | -31.3% | +32.5% | -63.8% | -44.7% |
| All | -91.6% | +159.2% | -250.8% | -97.0% |
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 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