-82.2%
MARA vs ALB
+32.4%
-114.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.1% |
| 7D | +10.1% | -5.8% | +15.8% | +13.9% |
| 30D | -15.1% | -4.5% | -10.5% | -13.3% |
| 3M | -24.1% | -28.1% | +4.0% | -9.0% |
| 6M | -45.2% | -53.2% | +8.0% | -15.1% |
| YTD | -22.2% | -33.3% | +11.2% | -7.6% |
| 1Y | -45.3% | -17.4% | -27.9% | -44.5% |
| 3Y | -23.9% | -14.1% | -9.7% | -35.4% |
| 5Y | -90.8% | -64.0% | -26.8% | -85.0% |
| All | -82.2% | +32.4% | -114.5% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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