-73.6%
MARA vs ALK
-39.2%
-34.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | +13.8% | -3.0% | +16.8% | +15.6% |
| 30D | +24.7% | -14.6% | +39.3% | +35.8% |
| 3M | -10.4% | -10.6% | +0.1% | -5.0% |
| 6M | +37.6% | -6.7% | +44.3% | +38.9% |
| YTD | +32.7% | -19.8% | +52.5% | +45.3% |
| 1Y | -25.2% | -35.2% | +10.0% | -7.8% |
| 3Y | +9.3% | +1.4% | +7.9% | -1.4% |
| 5Y | -69.3% | -30.7% | -38.7% | -64.5% |
| 10Y | -73.6% | -37.4% | -36.2% | -69.4% |
| All | -73.6% | -39.2% | -34.3% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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