-73.6%
MARA vs ACWI
+226.5%
-300.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +2.3% |
| 7D | +13.8% | 0.0% | +13.9% | +14.0% |
| 30D | +24.7% | -0.6% | +25.3% | +27.0% |
| 3M | -10.4% | +4.3% | -14.7% | -18.2% |
| 6M | +37.6% | +12.7% | +25.0% | +4.6% |
| YTD | +32.7% | +13.9% | +18.8% | +0.9% |
| 1Y | -25.2% | +20.5% | -45.7% | -49.8% |
| 3Y | +9.3% | +76.5% | -67.3% | -67.9% |
| 5Y | -69.3% | +67.5% | -136.9% | -87.0% |
| 10Y | -73.6% | +231.8% | -305.4% | -95.4% |
| All | -73.6% | +226.5% | -300.1% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling