-82.1%
MARA vs ACWI
+226.8%
-309.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | -2.1% |
| 7D | +3.3% | +0.3% | +2.9% | +3.0% |
| 30D | -31.2% | -2.8% | -28.4% | -24.9% |
| 3M | -34.2% | -3.2% | -31.0% | -27.1% |
| 6M | -48.7% | +1.3% | -50.0% | -48.2% |
| YTD | -26.1% | +11.2% | -37.3% | -39.4% |
| 1Y | -58.2% | +13.8% | -71.9% | -67.5% |
| 3Y | -28.1% | +76.2% | -104.3% | -78.7% |
| 5Y | -91.3% | +59.5% | -150.7% | -95.9% |
| 10Y | -82.1% | +222.2% | -304.3% | -97.0% |
| All | -82.1% | +226.8% | -309.0% | -97.0% |
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