-39.1%
MARA vs AMDL
+117.8%
-156.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.7% | -7.1% | +1.0% |
| 7D | +15.6% | +19.9% | -4.3% | +9.0% |
| 30D | +17.2% | +6.3% | +11.0% | +14.0% |
| 3M | -14.2% | -9.9% | -4.3% | -16.0% |
| 6M | +47.7% | +394.3% | -346.6% | -21.0% |
| YTD | +31.7% | +257.3% | -225.6% | -24.4% |
| 1Y | -22.2% | +508.5% | -530.7% | -64.2% |
| All | -39.1% | +117.8% | -156.8% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling