-41.7%
MARA vs AMDL
+95.0%
-136.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -5.3% |
| 7D | +6.0% | +4.5% | +1.5% | +4.3% |
| 30D | +0.6% | -4.4% | +5.0% | +1.1% |
| 3M | -18.5% | -30.5% | +12.0% | -13.9% |
| 6M | +21.7% | +300.9% | -279.1% | -30.3% |
| YTD | +25.9% | +219.9% | -194.0% | -25.2% |
| 1Y | -25.1% | +374.7% | -399.9% | -62.9% |
| All | -41.7% | +95.0% | -136.8% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling