-82.2%
MARA vs ALM
+2,100.8%
-2,183.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -3.8% |
| 7D | +10.1% | +1.2% | +8.8% | +9.7% |
| 30D | -15.1% | -19.3% | +4.3% | -12.9% |
| 3M | -24.1% | -40.6% | +16.5% | -19.4% |
| 6M | -45.2% | -57.9% | +12.7% | -40.0% |
| YTD | -22.2% | -6.7% | -15.5% | -20.4% |
| 1Y | -45.3% | +20.2% | -65.5% | -45.3% |
| 3Y | -23.9% | +879.4% | -903.3% | -36.5% |
| 5Y | -90.8% | +415.3% | -506.1% | -92.2% |
| All | -82.2% | +2,100.8% | -2,183.0% | -88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling