-81.6%
MARA vs AMC
-98.8%
+17.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.8% |
| 7D | +22.4% | +8.4% | +14.0% | +21.6% |
| 30D | -21.0% | +9.2% | -30.1% | -21.5% |
| 3M | -25.3% | +32.0% | -57.3% | -27.3% |
| 6M | -43.4% | +149.3% | -192.6% | -48.7% |
| YTD | -19.8% | +114.1% | -133.9% | -26.7% |
| 1Y | -50.0% | +35.8% | -85.8% | -52.4% |
| 3Y | -25.1% | -58.3% | +33.2% | -23.7% |
| 5Y | -90.5% | -99.2% | +8.6% | -88.4% |
| All | -81.6% | -98.8% | +17.1% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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