+19.0%
MARA vs ALNY
+23.4%
-4.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +5.9% | -6.5% | +12.5% | +6.9% |
| 30D | +24.3% | +11.0% | +13.2% | +22.1% |
| 3M | -12.0% | -14.1% | +2.1% | -11.8% |
| 6M | +40.1% | -22.4% | +62.5% | +43.7% |
| YTD | +33.4% | -37.5% | +70.9% | +44.8% |
| 1Y | -23.7% | -46.9% | +23.2% | -13.4% |
| 3Y | +19.0% | +22.1% | -3.1% | +5.2% |
| All | +19.0% | +23.4% | -4.4% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling