-94.2%
MARA vs ADM
+237.2%
-331.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -4.5% |
| 7D | +10.1% | +4.2% | +5.9% | +7.4% |
| 30D | -15.1% | -12.8% | -2.2% | -8.7% |
| 3M | -24.1% | -8.5% | -15.6% | -21.7% |
| 6M | -45.2% | -10.9% | -34.3% | -43.0% |
| YTD | -22.2% | +29.4% | -51.6% | -36.1% |
| 1Y | -45.3% | +27.5% | -72.8% | -54.7% |
| 3Y | -23.9% | +10.3% | -34.2% | -35.4% |
| 5Y | -90.8% | +27.4% | -118.2% | -93.1% |
| 10Y | -81.0% | +134.6% | -215.6% | -90.8% |
| All | -94.2% | +237.2% | -331.4% | -98.5% |
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