-81.6%
MARA vs ADP
+319.4%
-401.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.4% |
| 7D | +22.4% | +0.3% | +22.2% | +22.2% |
| 30D | -21.0% | +11.6% | -32.6% | -28.1% |
| 3M | -25.3% | +15.1% | -40.4% | -34.2% |
| 6M | -43.4% | +46.0% | -89.4% | -60.7% |
| YTD | -19.8% | +22.4% | -42.2% | -36.4% |
| 1Y | -50.0% | +24.5% | -74.5% | -61.1% |
| 3Y | -25.1% | +44.8% | -69.9% | -49.0% |
| 5Y | -90.5% | +49.1% | -139.6% | -93.3% |
| All | -81.6% | +319.4% | -401.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling