-90.5%
MARA vs ALB
+139.1%
-229.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | +0.2% |
| 7D | +6.0% | -8.1% | +14.1% | +11.2% |
| 30D | +0.6% | +6.3% | -5.6% | -4.9% |
| 3M | -18.5% | -23.6% | +5.1% | -6.0% |
| 6M | +21.7% | -24.6% | +46.4% | +37.9% |
| YTD | +25.9% | -10.3% | +36.2% | +25.9% |
| 1Y | -25.1% | +61.5% | -86.6% | -51.7% |
| 3Y | -5.7% | -34.0% | +28.2% | -0.3% |
| 5Y | -73.9% | -44.6% | -29.4% | -66.8% |
| 10Y | -75.6% | +76.1% | -151.7% | -83.2% |
| All | -90.5% | +139.1% | -229.6% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling