-31.3%
MARA vs ALK
+16.0%
-47.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.6% | +7.4% | +7.6% |
| 7D | -6.2% | +9.0% | -15.2% | -11.5% |
| 30D | -38.7% | -1.6% | -37.1% | -38.6% |
| 3M | -40.4% | -23.2% | -17.2% | -31.5% |
| 6M | -51.3% | -3.9% | -47.4% | -51.4% |
| YTD | -29.3% | -22.6% | -6.7% | -21.4% |
| 1Y | -60.2% | -5.3% | -54.9% | -61.4% |
| 3Y | -31.3% | +18.6% | -49.9% | -40.5% |
| All | -31.3% | +16.0% | -47.2% | -40.5% |
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 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