-78.8%
MARA vs ALHC
-59.6%
-19.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +11.5% | -5.5% | +17.0% | +13.7% |
| 30D | -18.9% | -4.9% | -13.9% | -17.6% |
| 3M | -20.9% | -41.7% | +20.9% | -9.3% |
| 6M | -42.8% | -55.2% | +12.4% | -32.2% |
| YTD | -14.7% | -61.1% | +46.4% | +4.5% |
| 1Y | -47.6% | -53.3% | +5.7% | -40.1% |
| 3Y | -20.3% | +28.2% | -48.5% | -48.7% |
| 5Y | -89.2% | -65.8% | -23.4% | -89.8% |
| All | -78.8% | -59.6% | -19.1% | -85.5% |
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