-69.3%
MARA vs ALC
-17.4%
-51.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.6% |
| 7D | +13.8% | -5.3% | +19.1% | +19.0% |
| 30D | +24.7% | -7.1% | +31.7% | +31.8% |
| 3M | -10.4% | +0.8% | -11.2% | -13.4% |
| 6M | +37.6% | -16.0% | +53.6% | +54.3% |
| YTD | +32.7% | -12.7% | +45.5% | +42.9% |
| 1Y | -25.2% | -12.8% | -12.3% | -20.4% |
| 3Y | +9.3% | -15.8% | +25.1% | +11.7% |
| 5Y | -69.3% | -16.7% | -52.7% | -63.7% |
| All | -69.3% | -17.4% | -51.9% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling