-81.6%
MARA vs ACM
+131.3%
-212.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -5.8% |
| 7D | +22.4% | +5.1% | +17.4% | +17.2% |
| 30D | -21.0% | +18.7% | -39.6% | -32.3% |
| 3M | -25.3% | +15.5% | -40.8% | -35.9% |
| 6M | -43.4% | +1.2% | -44.6% | -46.6% |
| YTD | -19.8% | -25.2% | +5.4% | -2.9% |
| 1Y | -50.0% | -46.3% | -3.7% | -16.5% |
| 3Y | -25.1% | -9.6% | -15.5% | -21.2% |
| 5Y | -90.5% | +4.4% | -94.9% | -90.5% |
| All | -81.6% | +131.3% | -212.9% | -89.0% |
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