+157.9%
MARA vs ALC
+30.4%
+127.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.1% | -5.7% |
| 7D | +10.1% | -1.1% | +11.2% | +10.7% |
| 30D | -15.1% | +16.0% | -31.1% | -27.2% |
| 3M | -24.1% | +0.8% | -24.9% | -26.8% |
| 6M | -45.2% | +16.8% | -62.0% | -55.2% |
| YTD | -22.2% | -5.5% | -16.7% | -23.9% |
| 1Y | -45.3% | -5.3% | -40.1% | -47.0% |
| 3Y | -23.9% | +4.1% | -27.9% | -38.8% |
| 5Y | -90.8% | -7.1% | -83.7% | -91.2% |
| All | +157.9% | +30.4% | +127.6% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling