-82.2%
MARA vs AME
+444.5%
-526.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.4% |
| 7D | +10.1% | +5.9% | +4.2% | +3.2% |
| 30D | -15.1% | -1.9% | -13.2% | -12.3% |
| 3M | -24.1% | -5.4% | -18.7% | -18.4% |
| 6M | -45.2% | +4.9% | -50.1% | -47.3% |
| YTD | -22.2% | +18.5% | -40.6% | -34.8% |
| 1Y | -45.3% | +25.5% | -70.8% | -57.1% |
| 3Y | -23.9% | +63.0% | -86.9% | -55.0% |
| 5Y | -90.8% | +78.3% | -169.1% | -94.7% |
| All | -82.2% | +444.5% | -526.6% | -91.7% |
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