-23.7%
MARA vs AKAM
+38.7%
-62.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +5.9% | +1.5% | +4.4% | +5.5% |
| 30D | +24.3% | -13.0% | +37.3% | +29.5% |
| 3M | -12.0% | -19.4% | +7.4% | -6.9% |
| 6M | +40.1% | +0.3% | +39.8% | +36.0% |
| YTD | +33.4% | +22.4% | +11.0% | +20.5% |
| 1Y | -23.7% | +34.8% | -58.6% | -28.5% |
| All | -23.7% | +38.7% | -62.4% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling