-25.1%
MARA vs ALM
+318.3%
-343.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.9% |
| 7D | +6.0% | -2.6% | +8.6% | +7.1% |
| 30D | +0.6% | +32.0% | -31.4% | -8.6% |
| 3M | -18.5% | -15.0% | -3.5% | -15.5% |
| 6M | +21.7% | -10.1% | +31.9% | +20.5% |
| YTD | +25.9% | +99.4% | -73.5% | -1.5% |
| 1Y | -25.1% | +316.4% | -341.5% | -37.1% |
| All | -25.1% | +318.3% | -343.5% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling