-73.6%
MARA vs AMC
-99.0%
+25.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.1% |
| 7D | +13.8% | -6.8% | +20.7% | +14.5% |
| 30D | +24.7% | +1.7% | +23.0% | +24.4% |
| 3M | -10.4% | +26.8% | -37.2% | -13.4% |
| 6M | +37.6% | +117.7% | -80.1% | +26.1% |
| YTD | +32.7% | +57.7% | -25.0% | +24.9% |
| 1Y | -25.2% | -12.5% | -12.7% | -25.8% |
| 3Y | +9.3% | -65.7% | +75.0% | +13.1% |
| 5Y | -69.3% | -99.5% | +30.1% | -61.2% |
| 10Y | -73.6% | -99.0% | +25.4% | -67.9% |
| All | -73.6% | -99.0% | +25.4% | -67.9% |
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