-23.7%
MARA vs AMCR
+9.4%
-33.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.1% |
| 7D | +5.9% | -6.3% | +12.2% | +7.3% |
| 30D | +24.3% | -7.8% | +32.1% | +26.2% |
| 3M | -12.0% | +7.5% | -19.5% | -15.0% |
| 6M | +40.1% | +2.7% | +37.4% | +33.7% |
| YTD | +33.4% | +6.0% | +27.4% | +31.0% |
| 1Y | -23.7% | +7.8% | -31.5% | -21.0% |
| All | -23.7% | +9.4% | -33.1% | -21.0% |
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