-90.5%
MARA vs ALK
+181.3%
-271.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.3% |
| 7D | +6.0% | -0.7% | +6.7% | +6.3% |
| 30D | +0.6% | -19.2% | +19.9% | +11.9% |
| 3M | -18.5% | -1.5% | -17.0% | -18.5% |
| 6M | +21.7% | -13.1% | +34.8% | +28.0% |
| YTD | +25.9% | -16.4% | +42.4% | +34.1% |
| 1Y | -25.1% | -33.1% | +7.9% | -11.3% |
| 3Y | -5.7% | +0.6% | -6.4% | -11.8% |
| 5Y | -73.9% | -26.4% | -47.6% | -70.7% |
| 10Y | -75.6% | -34.2% | -41.5% | -74.1% |
| All | -90.5% | +181.3% | -271.8% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling