-74.1%
MARA vs AME
+445.1%
-519.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.6% | +1.2% |
| 7D | +5.9% | +1.7% | +4.2% | +4.0% |
| 30D | +24.3% | -6.4% | +30.7% | +33.4% |
| 3M | -12.0% | +7.1% | -19.1% | -18.5% |
| 6M | +40.1% | +8.2% | +32.0% | +28.1% |
| YTD | +33.4% | +18.2% | +15.2% | +10.6% |
| 1Y | -23.7% | +26.7% | -50.5% | -42.0% |
| 3Y | +19.0% | +60.7% | -41.7% | -29.4% |
| 5Y | -66.5% | +91.6% | -158.1% | -82.1% |
| All | -74.1% | +445.1% | -519.2% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling