-79.2%
MARA vs ALB
+35.3%
-114.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.7% |
| 7D | +11.5% | +1.1% | +10.4% | +10.0% |
| 30D | -18.9% | -2.6% | -16.3% | -18.3% |
| 3M | -20.9% | -25.6% | +4.7% | -7.3% |
| 6M | -42.8% | -54.0% | +11.2% | -10.5% |
| YTD | -14.7% | -31.6% | +16.9% | -0.5% |
| 1Y | -47.6% | -6.6% | -41.1% | -51.4% |
| 3Y | -20.3% | -14.0% | -6.3% | -32.2% |
| 5Y | -89.2% | -62.5% | -26.6% | -82.8% |
| 10Y | -79.2% | +36.3% | -115.5% | -77.6% |
| All | -79.2% | +35.3% | -114.5% | -77.6% |
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