-93.9%
MARA vs ACM
+285.6%
-379.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.9% | +10.1% |
| 7D | +2.5% | +6.6% | -4.1% | -2.6% |
| 30D | -23.9% | +19.8% | -43.7% | -34.5% |
| 3M | -23.2% | -3.1% | -20.1% | -23.5% |
| 6M | -43.3% | -11.5% | -31.8% | -40.0% |
| YTD | -18.3% | -24.7% | +6.4% | -3.2% |
| 1Y | -52.9% | -45.1% | -7.8% | -26.9% |
| 3Y | -23.6% | -8.9% | -14.7% | -19.7% |
| 5Y | -88.7% | +5.4% | -94.1% | -88.6% |
| 10Y | -80.3% | +131.1% | -211.4% | -88.7% |
| All | -93.9% | +285.6% | -379.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling