-94.7%
MARA vs ACWI
+342.4%
-437.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | 0.0% | +8.0% | +8.1% |
| 7D | -6.2% | -2.4% | -3.9% | -0.3% |
| 30D | -38.7% | -5.2% | -33.5% | -29.7% |
| 3M | -40.4% | -4.8% | -35.5% | -31.9% |
| 6M | -51.3% | -1.3% | -50.0% | -47.7% |
| YTD | -29.3% | +8.4% | -37.7% | -36.9% |
| 1Y | -60.2% | +11.0% | -71.2% | -66.2% |
| 3Y | -31.3% | +70.6% | -101.8% | -74.7% |
| 5Y | -90.1% | +55.3% | -145.4% | -94.4% |
| 10Y | -81.2% | +223.2% | -304.4% | -96.0% |
| All | -94.7% | +342.4% | -437.1% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling