-81.1%
MARA vs ALM
+3,525.2%
-3,606.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.4% |
| 7D | +11.5% | -7.2% | +18.7% | +11.6% |
| 30D | -18.9% | -26.4% | +7.5% | -18.5% |
| 3M | -20.9% | -38.6% | +17.7% | -20.3% |
| 6M | -42.8% | -61.0% | +18.2% | -42.1% |
| YTD | -14.7% | -7.4% | -7.3% | -14.5% |
| 1Y | -47.6% | +14.0% | -61.6% | -47.6% |
| 3Y | -20.3% | +844.4% | -864.7% | -22.2% |
| 5Y | -89.2% | +410.8% | -500.0% | -89.4% |
| 10Y | -79.2% | +2,084.7% | -2,163.9% | -80.0% |
| All | -81.1% | +3,525.2% | -3,606.3% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling