-90.5%
MARA vs ACM
+261.6%
-352.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +6.0% | -3.7% | +9.7% | +9.4% |
| 30D | +0.6% | -11.1% | +11.7% | +8.4% |
| 3M | -18.5% | -8.0% | -10.5% | -15.4% |
| 6M | +21.7% | -29.7% | +51.4% | +57.3% |
| YTD | +25.9% | -29.4% | +55.3% | +58.4% |
| 1Y | -25.1% | -46.4% | +21.3% | +20.0% |
| 3Y | -5.7% | -22.3% | +16.6% | +13.9% |
| 5Y | -73.9% | +4.5% | -78.4% | -73.2% |
| 10Y | -75.6% | +127.6% | -203.3% | -85.7% |
| All | -90.5% | +261.6% | -352.2% | -96.8% |
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