+8.4%
MARA vs ALC
-15.5%
+23.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.5% |
| 7D | +15.6% | -3.7% | +19.3% | +17.5% |
| 30D | +17.2% | -3.7% | +21.0% | +18.7% |
| 3M | -14.2% | +4.6% | -18.7% | -17.3% |
| 6M | +47.7% | -14.6% | +62.3% | +58.3% |
| YTD | +31.7% | -11.9% | +43.6% | +38.4% |
| 1Y | -22.2% | -13.1% | -9.0% | -17.9% |
| 3Y | +8.4% | -15.0% | +23.4% | +22.6% |
| All | +8.4% | -15.5% | +23.9% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling