-25.1%
MARA vs AMCR
+11.5%
-36.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +6.0% | -3.3% | +9.3% | +6.7% |
| 30D | +0.6% | -5.4% | +6.1% | +1.8% |
| 3M | -18.5% | +20.0% | -38.5% | -23.4% |
| 6M | +21.7% | 0.0% | +21.7% | +16.8% |
| YTD | +25.9% | +11.5% | +14.4% | +23.4% |
| 1Y | -25.1% | +11.4% | -36.5% | -22.1% |
| All | -25.1% | +11.5% | -36.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling