-23.9%
MARA vs ACWI
+74.6%
-98.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.1% |
| 7D | +10.1% | +2.4% | +7.6% | +2.4% |
| 30D | -15.1% | -1.7% | -13.4% | -9.6% |
| 3M | -24.1% | -3.9% | -20.2% | -12.7% |
| 6M | -45.2% | +0.8% | -46.0% | -44.2% |
| YTD | -22.2% | +11.0% | -33.2% | -38.3% |
| 1Y | -45.3% | +13.1% | -58.4% | -58.7% |
| 3Y | -23.9% | +73.9% | -97.7% | -79.1% |
| All | -23.9% | +74.6% | -98.4% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling