-90.1%
MARA vs AKAM
+220.3%
-310.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +15.6% | -0.8% | +16.4% | +16.1% |
| 30D | +17.2% | -4.5% | +21.7% | +19.0% |
| 3M | -14.2% | -25.6% | +11.4% | -2.7% |
| 6M | +47.7% | +5.7% | +42.0% | +37.5% |
| YTD | +31.7% | +21.0% | +10.7% | +13.3% |
| 1Y | -22.2% | +33.9% | -56.1% | -36.7% |
| 3Y | +8.4% | +0.9% | +7.5% | -0.8% |
| 5Y | -68.3% | -6.9% | -61.4% | -69.4% |
| 10Y | -74.9% | +97.4% | -172.3% | -80.0% |
| All | -90.1% | +220.3% | -310.4% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling