-90.1%
MARA vs AEM
+574.3%
-664.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.9% |
| 7D | +15.6% | +4.3% | +11.3% | +14.6% |
| 30D | +17.2% | +13.1% | +4.1% | +14.6% |
| 3M | -14.2% | +24.8% | -38.9% | -17.9% |
| 6M | +47.7% | -8.2% | +55.9% | +50.0% |
| YTD | +31.7% | +19.8% | +11.9% | +27.1% |
| 1Y | -22.2% | +32.1% | -54.2% | -26.4% |
| 3Y | +8.4% | +348.2% | -339.8% | -20.4% |
| 5Y | -68.3% | +297.5% | -365.7% | -76.4% |
| 10Y | -74.9% | +343.3% | -418.2% | -81.2% |
| All | -90.1% | +574.3% | -664.4% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling