-91.6%
MARA vs ACWI
+54.8%
-146.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.1% |
| 7D | -6.2% | -2.4% | -3.9% | +1.8% |
| 30D | -38.7% | -5.2% | -33.5% | -26.1% |
| 3M | -40.4% | -4.8% | -35.5% | -28.7% |
| 6M | -51.3% | -1.3% | -50.0% | -47.1% |
| YTD | -29.3% | +8.4% | -37.7% | -41.7% |
| 1Y | -60.2% | +11.0% | -71.2% | -69.6% |
| 3Y | -31.3% | +70.6% | -101.8% | -86.3% |
| All | -91.6% | +54.8% | -146.4% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling