-81.6%
MARA vs ACWI
+225.4%
-307.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -4.5% |
| 7D | +22.4% | +2.7% | +19.8% | +14.4% |
| 30D | -21.0% | -2.6% | -18.4% | -14.3% |
| 3M | -25.3% | -3.2% | -22.1% | -17.3% |
| 6M | -43.4% | +1.9% | -45.3% | -43.8% |
| YTD | -19.8% | +11.3% | -31.2% | -34.5% |
| 1Y | -50.0% | +11.7% | -61.7% | -59.2% |
| 3Y | -25.1% | +74.4% | -99.5% | -77.3% |
| 5Y | -90.5% | +59.5% | -150.0% | -95.5% |
| All | -81.6% | +225.4% | -307.0% | -97.2% |
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