-66.3%
MARA vs AGG
-2.6%
-63.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +5.0% |
| 7D | +5.9% | -1.1% | +7.0% | +8.2% |
| 30D | +24.3% | -1.1% | +25.4% | +27.3% |
| 3M | -12.0% | -1.9% | -10.0% | -8.3% |
| 6M | +40.1% | -1.7% | +41.8% | +46.2% |
| YTD | +33.4% | -1.3% | +34.7% | +38.1% |
| 1Y | -23.7% | -0.7% | -23.0% | -21.9% |
| 3Y | +19.0% | +12.5% | +6.5% | -7.3% |
| All | -66.3% | -2.6% | -63.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling