-89.1%
MARA vs AMCR
+96.6%
-185.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -1.5% | -5.0% | +3.5% | +1.2% |
| 30D | +18.1% | -8.0% | +26.1% | +23.3% |
| 3M | -9.4% | +14.3% | -23.7% | -17.1% |
| 6M | +33.4% | +5.3% | +28.0% | +27.0% |
| YTD | +27.3% | +7.7% | +19.5% | +18.8% |
| 1Y | -27.9% | +10.8% | -38.8% | -34.2% |
| 3Y | +4.8% | +9.6% | -4.8% | -3.6% |
| 5Y | -68.0% | -10.2% | -57.8% | -66.1% |
| 10Y | -74.7% | +16.5% | -91.1% | -77.7% |
| All | -89.1% | +96.6% | -185.7% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling