-61.1%
MARA vs AMIX
-100.0%
+38.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.4% | +2.4% | -5.8% |
| 7D | +22.4% | -10.9% | +33.3% | +22.7% |
| 30D | -21.0% | -55.0% | +34.0% | -19.8% |
| 3M | -25.3% | -82.0% | +56.7% | -23.0% |
| 6M | -43.4% | -80.4% | +37.1% | -43.3% |
| YTD | -19.8% | -88.3% | +68.4% | -16.5% |
| 1Y | -50.0% | -92.4% | +42.3% | -47.0% |
| All | -61.1% | -100.0% | +38.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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