-58.7%
MARA vs AMDL
+108.7%
-167.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.6% |
| 7D | -6.5% | -30.7% | +24.2% | +4.2% |
| 30D | -38.5% | -43.8% | +5.3% | -27.2% |
| 3M | -41.5% | -24.5% | -17.0% | -38.5% |
| 6M | -41.9% | +44.7% | -86.6% | -54.0% |
| YTD | -23.5% | +204.0% | -227.5% | -58.8% |
| 1Y | -58.7% | +109.1% | -167.7% | -75.3% |
| All | -58.7% | +108.7% | -167.3% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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