-27.9%
MARA vs ACM
-48.9%
+21.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.4% |
| 7D | -1.5% | -5.9% | +4.4% | +0.9% |
| 30D | +18.1% | -6.2% | +24.3% | +20.4% |
| 3M | -9.4% | -7.9% | -1.5% | -8.1% |
| 6M | +33.4% | -30.6% | +64.0% | +59.8% |
| YTD | +27.3% | -33.3% | +60.6% | +52.0% |
| 1Y | -27.9% | -49.2% | +21.3% | +12.7% |
| All | -27.9% | -48.9% | +21.0% | +12.7% |
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