-89.2%
MARA vs ALM
+456.2%
-545.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.3% |
| 7D | +11.5% | -7.2% | +18.7% | +12.9% |
| 30D | -18.9% | -26.4% | +7.5% | -14.6% |
| 3M | -20.9% | -38.6% | +17.7% | -14.2% |
| 6M | -42.8% | -61.0% | +18.2% | -34.6% |
| YTD | -14.7% | -7.4% | -7.3% | -10.6% |
| 1Y | -47.6% | +14.0% | -61.6% | -46.3% |
| 3Y | -20.3% | +844.4% | -864.7% | -31.8% |
| 5Y | -89.2% | +410.8% | -500.0% | -90.8% |
| All | -89.2% | +456.2% | -545.4% | -90.8% |
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