-69.3%
MARA vs ALM
+958.0%
-1,027.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +36.9% |
| YTD | +32.7% | +108.1% | -75.3% | +22.3% |
| 1Y | -25.2% | +313.8% | -338.9% | -34.3% |
| 3Y | +9.3% | +2,227.6% | -2,218.4% | -20.5% |
| 5Y | -69.3% | +956.6% | -1,026.0% | -75.7% |
| All | -69.3% | +958.0% | -1,027.4% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling