+13.5%
MARA vs AKAM
+1.2%
+12.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.6% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +18.1% | -8.2% | +26.3% | +22.4% |
| 3M | -9.4% | -17.6% | +8.1% | -1.9% |
| 6M | +33.4% | +2.5% | +30.9% | +24.2% |
| YTD | +27.3% | +22.8% | +4.5% | +4.2% |
| 1Y | -27.9% | +39.6% | -67.5% | -46.2% |
| All | +13.5% | +1.2% | +12.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling