-86.6%
MARA vs ALLE
+327.3%
-413.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.9% | +8.9% | +8.7% |
| 7D | -6.2% | -0.6% | -5.6% | -5.9% |
| 30D | -38.7% | +25.3% | -64.0% | -49.0% |
| 3M | -40.4% | +10.3% | -50.7% | -45.4% |
| 6M | -51.3% | +38.0% | -89.3% | -62.9% |
| YTD | -29.3% | +17.8% | -47.1% | -39.6% |
| 1Y | -60.2% | +13.6% | -73.8% | -65.1% |
| 3Y | -31.3% | +89.2% | -120.5% | -58.1% |
| 5Y | -90.1% | +51.1% | -141.1% | -92.8% |
| 10Y | -81.2% | +228.1% | -309.3% | -89.8% |
| All | -86.6% | +327.3% | -413.9% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling