-16.6%
MARA vs ALC
+2.0%
-18.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.5% | +5.0% |
| 7D | +11.5% | -6.3% | +17.8% | +13.7% |
| 30D | -18.9% | +12.6% | -31.5% | -22.9% |
| 3M | -20.9% | -3.8% | -17.0% | -20.2% |
| 6M | -42.8% | +16.8% | -59.6% | -48.0% |
| YTD | -14.7% | -7.6% | -7.1% | -12.7% |
| 1Y | -47.6% | -5.9% | -41.8% | -47.2% |
| All | -16.6% | +2.0% | -18.6% | -11.2% |
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