-68.3%
MARA vs ACM
+4.8%
-73.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.5% |
| 7D | +15.6% | -0.3% | +15.9% | +16.0% |
| 30D | +17.2% | -12.9% | +30.2% | +33.1% |
| 3M | -14.2% | -6.4% | -7.8% | -12.4% |
| 6M | +47.7% | -29.2% | +76.9% | +111.6% |
| YTD | +31.7% | -29.9% | +61.7% | +81.9% |
| 1Y | -22.2% | -47.3% | +25.1% | +60.6% |
| 3Y | +8.4% | -19.6% | +28.1% | +20.3% |
| 5Y | -68.3% | +5.5% | -73.8% | -73.4% |
| All | -68.3% | +4.8% | -73.0% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling