-50.0%
MARA vs ALK
-7.4%
-42.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.8% | -1.2% | -3.9% |
| 7D | +22.4% | +0.9% | +21.5% | +22.0% |
| 30D | -21.0% | +3.3% | -24.2% | -22.3% |
| 3M | -25.3% | -17.6% | -7.7% | -18.4% |
| 6M | -43.4% | +0.8% | -44.2% | -43.8% |
| YTD | -19.8% | -22.4% | +2.5% | -11.6% |
| 1Y | -50.0% | -10.1% | -40.0% | -49.9% |
| All | -50.0% | -7.4% | -42.7% | -49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling