-90.5%
MARA vs ADM
+291.4%
-381.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +6.0% | +3.8% | +2.2% | +3.4% |
| 30D | +0.6% | +9.8% | -9.1% | -5.8% |
| 3M | -18.5% | +2.1% | -20.6% | -20.6% |
| 6M | +21.7% | +27.5% | -5.8% | +2.5% |
| YTD | +25.9% | +50.2% | -24.3% | -3.9% |
| 1Y | -25.1% | +40.6% | -65.7% | -40.9% |
| 3Y | -5.7% | +17.2% | -23.0% | -21.1% |
| 5Y | -73.9% | +61.9% | -135.8% | -83.1% |
| 10Y | -75.6% | +159.3% | -234.9% | -88.8% |
| All | -90.5% | +291.4% | -381.9% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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