+19.0%
MARA vs AMCR
+6.5%
+12.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.6% |
| 7D | +5.9% | -6.3% | +12.2% | +9.4% |
| 30D | +24.3% | -7.8% | +32.1% | +29.3% |
| 3M | -12.0% | +7.5% | -19.5% | -17.1% |
| 6M | +40.1% | +2.7% | +37.4% | +34.5% |
| YTD | +33.4% | +6.0% | +27.4% | +24.4% |
| 1Y | -23.7% | +7.8% | -31.5% | -30.2% |
| 3Y | +19.0% | +5.8% | +13.2% | +17.2% |
| All | +19.0% | +6.5% | +12.5% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling