-66.3%
MARA vs AMCR
-12.3%
-54.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +6.0% |
| 7D | +5.9% | -6.3% | +12.2% | +11.2% |
| 30D | +24.3% | -7.8% | +32.1% | +31.8% |
| 3M | -12.0% | +7.5% | -19.5% | -19.3% |
| 6M | +40.1% | +2.7% | +37.4% | +32.0% |
| YTD | +33.4% | +6.0% | +27.4% | +19.8% |
| 1Y | -23.7% | +7.8% | -31.5% | -33.3% |
| 3Y | +19.0% | +5.8% | +13.2% | +1.6% |
| All | -66.3% | -12.3% | -54.0% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling