+317.3%
MARA vs ALC
+24.0%
+293.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -0.5% |
| 7D | +6.0% | -2.1% | +8.1% | +8.1% |
| 30D | +0.6% | -0.1% | +0.7% | -0.3% |
| 3M | -18.5% | +5.9% | -24.4% | -25.0% |
| 6M | +21.7% | -15.9% | +37.7% | +37.4% |
| YTD | +25.9% | -10.1% | +36.1% | +32.1% |
| 1Y | -25.1% | -10.2% | -14.9% | -22.5% |
| 3Y | -5.7% | -13.6% | +7.8% | -4.3% |
| 5Y | -73.9% | -15.1% | -58.8% | -71.8% |
| All | +317.3% | +24.0% | +293.3% | +197.3% |
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