+8.4%
MARA vs ACM
-19.8%
+28.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.3% |
| 7D | +15.6% | -0.3% | +15.9% | +15.9% |
| 30D | +17.2% | -12.9% | +30.2% | +29.9% |
| 3M | -14.2% | -6.4% | -7.8% | -12.3% |
| 6M | +47.7% | -29.2% | +76.9% | +99.6% |
| YTD | +31.7% | -29.9% | +61.7% | +72.7% |
| 1Y | -22.2% | -47.3% | +25.1% | +46.6% |
| 3Y | +8.4% | -19.6% | +28.1% | +31.7% |
| All | +8.4% | -19.8% | +28.2% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling