-93.9%
MARA vs ALB
+80.3%
-174.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.2% | +14.8% | +13.1% |
| 7D | +2.5% | +5.3% | -2.7% | -1.7% |
| 30D | -23.9% | -6.3% | -17.7% | -21.6% |
| 3M | -23.2% | -27.4% | +4.2% | -8.8% |
| 6M | -43.3% | -53.1% | +9.8% | -12.9% |
| YTD | -18.3% | -32.3% | +14.1% | -4.0% |
| 1Y | -52.9% | -7.3% | -45.6% | -55.9% |
| 3Y | -23.6% | -14.9% | -8.7% | -34.0% |
| 5Y | -88.7% | -62.0% | -26.7% | -82.3% |
| 10Y | -80.3% | +33.0% | -113.3% | -84.0% |
| All | -93.9% | +80.3% | -174.2% | -96.2% |
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