-67.0%
MARA vs ALHC
-31.6%
-35.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | +13.8% | -4.1% | +18.0% | +15.3% |
| 30D | +24.7% | -5.4% | +30.1% | +26.4% |
| 3M | -10.4% | -32.1% | +21.7% | -1.3% |
| 6M | +37.6% | -28.5% | +66.1% | +43.8% |
| YTD | +32.7% | -34.0% | +66.8% | +42.0% |
| 1Y | -25.2% | -20.9% | -4.2% | -25.3% |
| 3Y | +9.3% | +151.5% | -142.3% | -44.8% |
| 5Y | -69.3% | -28.8% | -40.5% | -77.2% |
| All | -67.0% | -31.6% | -35.4% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling