-23.9%
MARA vs ALLE
+94.0%
-117.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.7% |
| 7D | +10.1% | +3.6% | +6.5% | +7.2% |
| 30D | -15.1% | +25.9% | -41.0% | -30.7% |
| 3M | -24.1% | +15.8% | -39.9% | -33.4% |
| 6M | -45.2% | +48.1% | -93.3% | -62.5% |
| YTD | -22.2% | +22.0% | -44.1% | -36.0% |
| 1Y | -45.3% | +18.0% | -63.3% | -53.5% |
| 3Y | -23.9% | +93.1% | -116.9% | -65.1% |
| All | -23.9% | +94.0% | -117.8% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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