-74.1%
MARA vs AFL
+303.3%
-377.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.4% |
| 7D | +5.9% | -1.6% | +7.6% | +6.9% |
| 30D | +24.3% | -4.0% | +28.3% | +26.7% |
| 3M | -12.0% | -0.5% | -11.5% | -12.6% |
| 6M | +40.1% | +6.5% | +33.6% | +32.4% |
| YTD | +33.4% | +6.2% | +27.2% | +24.9% |
| 1Y | -23.7% | +8.3% | -32.0% | -29.8% |
| 3Y | +19.0% | +62.5% | -43.6% | -16.6% |
| 5Y | -66.5% | +136.2% | -202.6% | -81.3% |
| All | -74.1% | +303.3% | -377.3% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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