-87.7%
MARA vs AMC
-97.7%
+10.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.0% | +7.8% |
| 7D | -6.2% | +2.6% | -8.8% | -6.4% |
| 30D | -38.7% | +9.0% | -47.7% | -39.1% |
| 3M | -40.4% | +22.2% | -62.6% | -41.6% |
| 6M | -51.3% | +91.5% | -142.7% | -54.8% |
| YTD | -29.3% | +101.3% | -130.6% | -35.0% |
| 1Y | -60.2% | +20.8% | -81.0% | -61.7% |
| 3Y | -31.3% | -71.3% | +40.0% | -28.1% |
| 5Y | -90.1% | -99.2% | +9.2% | -87.7% |
| 10Y | -81.2% | -98.7% | +17.5% | -79.0% |
| All | -87.7% | -97.7% | +10.0% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling