-72.1%
MARA vs ALM
+7,705.7%
-7,777.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | +6.0% | -2.6% | +8.6% | +6.0% |
| 30D | +0.6% | +32.0% | -31.4% | +0.3% |
| 3M | -18.5% | -15.0% | -3.5% | -18.4% |
| 6M | +21.7% | -10.1% | +31.9% | +21.8% |
| YTD | +25.9% | +99.4% | -73.5% | +25.0% |
| 1Y | -25.1% | +316.4% | -341.5% | -26.3% |
| 3Y | -5.7% | +2,022.0% | -2,027.7% | -9.0% |
| 5Y | -73.9% | +941.2% | -1,015.1% | -74.8% |
| 10Y | -75.6% | +2,950.3% | -3,026.0% | -76.8% |
| All | -72.1% | +7,705.7% | -7,777.9% | -74.8% |
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 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