-74.1%
MARA vs AKAM
+103.9%
-178.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | +5.9% | +1.5% | +4.4% | +4.9% |
| 30D | +24.3% | -13.0% | +37.3% | +34.6% |
| 3M | -12.0% | -19.4% | +7.4% | -1.3% |
| 6M | +40.1% | +0.3% | +39.8% | +29.4% |
| YTD | +33.4% | +22.4% | +11.0% | +4.9% |
| 1Y | -23.7% | +34.8% | -58.6% | -44.6% |
| 3Y | +19.0% | +1.9% | +17.0% | +1.0% |
| 5Y | -66.5% | -4.6% | -61.9% | -69.5% |
| All | -74.1% | +103.9% | -178.0% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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