-90.5%
MARA vs ACGL
+692.2%
-782.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.5% |
| 7D | +6.0% | -0.7% | +6.7% | +6.5% |
| 30D | +0.6% | -1.0% | +1.6% | +1.1% |
| 3M | -18.5% | +11.0% | -29.6% | -24.9% |
| 6M | +21.7% | -0.3% | +22.1% | +19.6% |
| YTD | +25.9% | +2.3% | +23.7% | +19.9% |
| 1Y | -25.1% | +6.4% | -31.5% | -31.2% |
| 3Y | -5.7% | +34.0% | -39.7% | -28.9% |
| 5Y | -73.9% | +161.6% | -235.6% | -88.0% |
| 10Y | -75.6% | +278.6% | -354.2% | -91.6% |
| All | -90.5% | +692.2% | -782.7% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling