-40.4%
MARA vs AMC
+18.5%
-58.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.0% | +7.3% |
| 7D | -6.2% | +2.6% | -8.8% | -5.2% |
| 30D | -38.7% | +9.0% | -47.7% | -38.4% |
| 3M | -40.4% | +22.2% | -62.6% | -41.4% |
| All | -40.4% | +18.5% | -58.9% | -41.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling