-58.7%
MARA vs ALHC
-51.4%
-7.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.1% | -14.2% | -4.7% |
| 7D | -6.5% | -0.5% | -6.0% | -6.7% |
| 30D | -38.5% | -4.2% | -34.3% | -38.5% |
| 3M | -41.5% | -39.8% | -1.7% | -39.8% |
| 6M | -41.9% | -57.7% | +15.8% | -36.1% |
| YTD | -23.5% | -58.8% | +35.3% | -19.6% |
| 1Y | -58.7% | -52.4% | -6.3% | -60.9% |
| All | -58.7% | -51.4% | -7.2% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling