-76.2%
MARA vs ALLE
+260.9%
-337.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.3% |
| 7D | +6.0% | -0.2% | +6.2% | +6.2% |
| 30D | +0.6% | -6.8% | +7.4% | +6.2% |
| 3M | -18.5% | +21.0% | -39.5% | -30.5% |
| 6M | +21.7% | +1.1% | +20.6% | +19.0% |
| YTD | +25.9% | -0.5% | +26.5% | +24.0% |
| 1Y | -25.1% | -7.3% | -17.9% | -22.3% |
| 3Y | -5.7% | +42.3% | -48.0% | -28.0% |
| 5Y | -73.9% | +13.5% | -87.4% | -76.9% |
| 10Y | -75.6% | +144.0% | -219.7% | -84.2% |
| All | -76.2% | +260.9% | -337.0% | -85.4% |
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