-78.1%
MARA vs AMC
-98.1%
+20.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.9% |
| 7D | +6.0% | +2.3% | +3.7% | +5.7% |
| 30D | +0.6% | -0.7% | +1.4% | +0.6% |
| 3M | -18.5% | +35.2% | -53.7% | -21.6% |
| 6M | +21.7% | +124.6% | -102.8% | +11.1% |
| YTD | +25.9% | +69.9% | -43.9% | +17.7% |
| 1Y | -25.1% | -2.6% | -22.6% | -26.5% |
| 3Y | -5.7% | -79.8% | +74.0% | +0.6% |
| 5Y | -73.9% | -99.4% | +25.5% | -67.2% |
| 10Y | -75.6% | -98.9% | +23.3% | -72.4% |
| All | -78.1% | -98.1% | +20.0% | -77.7% |
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