+28.7%
MARA vs ACHR
-45.0%
+73.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +3.7% |
| 7D | +5.9% | -2.3% | +8.2% | +7.0% |
| 30D | +24.3% | -11.3% | +35.6% | +29.8% |
| 3M | -12.0% | +5.3% | -17.3% | -16.9% |
| 6M | +40.1% | -13.2% | +53.3% | +44.3% |
| YTD | +33.4% | -25.8% | +59.2% | +48.8% |
| 1Y | -23.7% | -34.3% | +10.5% | -10.6% |
| 3Y | +19.0% | -19.9% | +38.9% | +6.0% |
| 5Y | -66.5% | -42.7% | -23.8% | -74.6% |
| All | +28.7% | -45.0% | +73.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling