-16.6%
MARA vs AG
+219.6%
-236.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.7% |
| 7D | +11.5% | -4.0% | +15.5% | +12.9% |
| 30D | -18.9% | -13.1% | -5.8% | -15.1% |
| 3M | -20.9% | -22.0% | +1.2% | -13.9% |
| 6M | -42.8% | -37.3% | -5.5% | -34.4% |
| YTD | -14.7% | -11.2% | -3.5% | -12.4% |
| 1Y | -47.6% | +23.9% | -71.6% | -51.0% |
| All | -16.6% | +219.6% | -236.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling