-22.2%
MARA vs ALK
-35.5%
+13.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.7% | +6.0% |
| 7D | +15.6% | +0.1% | +15.5% | +15.4% |
| 30D | +17.2% | -18.5% | +35.7% | +29.0% |
| 3M | -14.2% | -3.6% | -10.6% | -12.5% |
| 6M | +47.7% | -3.7% | +51.4% | +47.4% |
| YTD | +31.7% | -19.0% | +50.7% | +42.4% |
| 1Y | -22.2% | -36.0% | +13.9% | -17.5% |
| All | -22.2% | -35.5% | +13.3% | -17.5% |
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