-58.7%
MARA vs ACM
-46.6%
-12.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.8% |
| 7D | -6.5% | +9.5% | -16.1% | -8.8% |
| 30D | -38.5% | +14.7% | -53.2% | -40.7% |
| 3M | -41.5% | -9.5% | -32.0% | -39.4% |
| 6M | -41.9% | -18.0% | -23.9% | -37.1% |
| YTD | -23.5% | -27.3% | +3.8% | -14.1% |
| 1Y | -58.7% | -47.0% | -11.7% | -45.1% |
| All | -58.7% | -46.6% | -12.1% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling