-74.1%
MARA vs AEM
+378.0%
-452.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.1% |
| 7D | +5.9% | -2.1% | +8.1% | +6.8% |
| 30D | +24.3% | +8.4% | +15.8% | +21.3% |
| 3M | -12.0% | +27.3% | -39.3% | -19.4% |
| 6M | +40.1% | -9.7% | +49.8% | +44.7% |
| YTD | +33.4% | +19.0% | +14.5% | +24.9% |
| 1Y | -23.7% | +31.5% | -55.2% | -31.4% |
| 3Y | +19.0% | +338.7% | -319.7% | -34.5% |
| 5Y | -66.5% | +307.4% | -373.9% | -81.3% |
| All | -74.1% | +378.0% | -452.1% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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