-25.1%
MARA vs ALHC
-16.6%
-8.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | -0.6% | +6.6% | +6.0% |
| 30D | +0.6% | -1.0% | +1.6% | +0.6% |
| 3M | -18.5% | -10.2% | -8.4% | -17.5% |
| 6M | +21.7% | -28.3% | +50.0% | +28.2% |
| YTD | +25.9% | -31.4% | +57.4% | +30.8% |
| 1Y | -25.1% | -16.9% | -8.2% | -26.9% |
| All | -25.1% | -16.6% | -8.5% | -26.9% |
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