-82.2%
MARA vs AMT
+136.5%
-218.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.4% |
| 7D | +10.1% | +1.5% | +8.6% | +9.3% |
| 30D | -15.1% | +6.8% | -21.9% | -18.3% |
| 3M | -24.1% | +11.2% | -35.3% | -28.7% |
| 6M | -45.2% | +12.5% | -57.7% | -49.8% |
| YTD | -22.2% | +12.5% | -34.7% | -28.6% |
| 1Y | -45.3% | +10.1% | -55.4% | -49.3% |
| 3Y | -23.9% | +16.0% | -39.9% | -36.8% |
| 5Y | -90.8% | -17.2% | -73.6% | -90.4% |
| All | -82.2% | +136.5% | -218.6% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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