+8.4%
MARA vs ALHC
+141.7%
-133.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +15.6% | -1.0% | +16.6% | +15.8% |
| 30D | +17.2% | -6.3% | +23.6% | +18.1% |
| 3M | -14.2% | -12.3% | -1.8% | -13.6% |
| 6M | +47.7% | -27.0% | +74.7% | +51.6% |
| YTD | +31.7% | -31.8% | +63.6% | +36.6% |
| 1Y | -22.2% | -17.0% | -5.2% | -21.9% |
| 3Y | +8.4% | +159.8% | -151.4% | -30.4% |
| All | +8.4% | +141.7% | -133.2% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling