-74.1%
MARA vs ALNY
+260.0%
-334.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +5.9% | -6.5% | +12.5% | +7.9% |
| 30D | +24.3% | +11.0% | +13.2% | +20.0% |
| 3M | -12.0% | -14.1% | +2.1% | -11.6% |
| 6M | +40.1% | -22.4% | +62.5% | +44.5% |
| YTD | +33.4% | -37.5% | +70.9% | +46.9% |
| 1Y | -23.7% | -46.9% | +23.2% | -11.7% |
| 3Y | +19.0% | +22.1% | -3.1% | +0.7% |
| 5Y | -66.5% | +31.2% | -97.7% | -72.8% |
| All | -74.1% | +260.0% | -334.1% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling