+18.4%
MARA vs AME
+55.9%
-37.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.5% |
| 7D | +13.8% | +1.3% | +12.5% | +12.2% |
| 30D | +24.7% | -6.6% | +31.3% | +34.1% |
| 3M | -10.4% | +3.0% | -13.4% | -13.5% |
| 6M | +37.6% | +5.3% | +32.3% | +29.3% |
| YTD | +32.7% | +15.4% | +17.3% | +12.3% |
| 1Y | -25.2% | +26.8% | -52.0% | -43.8% |
| All | +18.4% | +55.9% | -37.6% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling