-90.0%
MARA vs AGG
+28.3%
-118.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +5.9% | -1.1% | +7.0% | +7.4% |
| 30D | +24.3% | -1.1% | +25.4% | +26.3% |
| 3M | -12.0% | -1.9% | -10.0% | -9.5% |
| 6M | +40.1% | -1.7% | +41.8% | +44.2% |
| YTD | +33.4% | -1.3% | +34.7% | +36.5% |
| 1Y | -23.7% | -0.7% | -23.0% | -22.5% |
| 3Y | +19.0% | +12.5% | +6.5% | +2.9% |
| 5Y | -66.5% | -2.5% | -64.0% | -68.7% |
| 10Y | -73.4% | +14.2% | -87.7% | -69.6% |
| All | -90.0% | +28.3% | -118.3% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling