-23.9%
MARA vs ALK
+13.2%
-37.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.1% |
| 7D | +10.1% | -1.2% | +11.3% | +10.8% |
| 30D | -15.1% | +7.7% | -22.8% | -19.6% |
| 3M | -24.1% | -19.0% | -5.1% | -15.5% |
| 6M | -45.2% | -0.2% | -45.0% | -46.4% |
| YTD | -22.2% | -23.5% | +1.3% | -12.8% |
| 1Y | -45.3% | -9.1% | -36.2% | -45.6% |
| 3Y | -23.9% | +12.0% | -35.9% | -34.7% |
| All | -23.9% | +13.2% | -37.0% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling