+18.4%
MARA vs ALM
+2,150.5%
-2,132.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.4% |
| 7D | +13.8% | +3.6% | +10.2% | +13.2% |
| 30D | +24.7% | +33.8% | -9.1% | +19.6% |
| 3M | -10.4% | +14.8% | -25.2% | -12.7% |
| 6M | +37.6% | -7.0% | +44.6% | +36.7% |
| YTD | +32.7% | +108.1% | -75.3% | +24.3% |
| 1Y | -25.2% | +313.8% | -338.9% | -31.3% |
| All | +18.4% | +2,150.5% | -2,132.1% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling