-74.2%
MARA vs ACM
+135.8%
-210.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +3.5% |
| 7D | +13.8% | -3.7% | +17.5% | +17.6% |
| 30D | +24.7% | -12.7% | +37.3% | +36.9% |
| 3M | -10.4% | -9.8% | -0.6% | -5.6% |
| 6M | +37.6% | -31.4% | +69.0% | +85.2% |
| YTD | +32.7% | -32.1% | +64.8% | +75.5% |
| 1Y | -25.2% | -47.8% | +22.6% | +27.6% |
| 3Y | +9.3% | -22.1% | +31.3% | +32.4% |
| 5Y | -69.3% | +1.8% | -71.1% | -68.0% |
| All | -74.2% | +135.8% | -210.0% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling