-87.1%
MARA vs AMC
-97.5%
+10.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.7% | +3.8% |
| 7D | +3.3% | +6.6% | -3.3% | +2.7% |
| 30D | -31.2% | +14.1% | -45.3% | -32.0% |
| 3M | -34.2% | +31.3% | -65.5% | -36.0% |
| 6M | -48.7% | +126.7% | -175.4% | -53.2% |
| YTD | -26.1% | +117.9% | -144.0% | -32.6% |
| 1Y | -58.2% | +41.1% | -99.2% | -60.3% |
| 3Y | -28.1% | -61.0% | +32.9% | -26.5% |
| 5Y | -91.3% | -99.1% | +7.9% | -89.3% |
| 10Y | -82.1% | -98.7% | +16.6% | -80.0% |
| All | -87.1% | -97.5% | +10.4% | -87.2% |
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