-82.2%
MARA vs ACM
+132.6%
-214.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.4% |
| 7D | +10.1% | +5.6% | +4.4% | +4.8% |
| 30D | -15.1% | +20.8% | -35.9% | -28.5% |
| 3M | -24.1% | +11.4% | -35.5% | -32.5% |
| 6M | -45.2% | +0.9% | -46.1% | -48.2% |
| YTD | -22.2% | -24.8% | +2.7% | -6.2% |
| 1Y | -45.3% | -46.4% | +1.1% | -8.2% |
| 3Y | -23.9% | -9.2% | -14.6% | -20.2% |
| 5Y | -90.8% | +5.0% | -95.8% | -90.9% |
| All | -82.2% | +132.6% | -214.8% | -89.4% |
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