-25.1%
MARA vs ALC
-10.2%
-15.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.5% |
| 7D | +6.0% | -2.1% | +8.1% | +6.0% |
| 30D | +0.6% | -0.1% | +0.7% | +0.4% |
| 3M | -18.5% | +5.9% | -24.4% | -19.4% |
| 6M | +21.7% | -15.9% | +37.7% | +28.9% |
| YTD | +25.9% | -10.1% | +36.1% | +30.8% |
| 1Y | -25.1% | -10.2% | -14.9% | -19.1% |
| All | -25.1% | -10.2% | -15.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling