-91.3%
MARA vs ALHC
-62.5%
-28.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.5% | +4.9% |
| 7D | +3.3% | +3.9% | -0.6% | +2.1% |
| 30D | -31.2% | -3.6% | -27.5% | -30.6% |
| 3M | -34.2% | -49.4% | +15.2% | -21.2% |
| 6M | -48.7% | -59.5% | +10.8% | -37.3% |
| YTD | -26.1% | -63.2% | +37.1% | -7.8% |
| 1Y | -58.2% | -55.5% | -2.7% | -51.6% |
| 3Y | -28.1% | +23.0% | -51.1% | -55.1% |
| 5Y | -91.3% | -65.7% | -25.5% | -93.9% |
| All | -91.3% | -62.5% | -28.7% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling