-69.7%
MARA vs ALK
-26.6%
-43.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.7% |
| 7D | +6.0% | -0.7% | +6.7% | +6.4% |
| 30D | +0.6% | -19.2% | +19.9% | +17.7% |
| 3M | -18.5% | -1.5% | -17.0% | -19.1% |
| 6M | +21.7% | -13.1% | +34.8% | +29.6% |
| YTD | +25.9% | -16.4% | +42.4% | +36.0% |
| 1Y | -25.1% | -33.1% | +7.9% | -4.1% |
| 3Y | -5.7% | +0.6% | -6.4% | -28.1% |
| All | -69.7% | -26.6% | -43.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling