-75.3%
MARA vs ALM
+2,776.7%
-2,852.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | -3.0% |
| 7D | -1.5% | -7.1% | +5.7% | -0.7% |
| 30D | +18.1% | +24.7% | -6.6% | +15.5% |
| 3M | -9.4% | +8.3% | -17.7% | -10.4% |
| 6M | +33.4% | -22.2% | +55.5% | +35.6% |
| YTD | +27.3% | +88.1% | -60.8% | +20.3% |
| 1Y | -27.9% | +272.4% | -300.3% | -35.3% |
| 3Y | +4.8% | +2,004.1% | -1,999.4% | -21.3% |
| 5Y | -68.0% | +915.8% | -983.8% | -75.0% |
| All | -75.3% | +2,776.7% | -2,852.0% | -84.1% |
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 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