-91.3%
MARA vs AMT
-20.6%
-70.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +3.3% | +0.4% | +2.9% | +2.8% |
| 30D | -31.2% | +3.7% | -34.9% | -33.1% |
| 3M | -34.2% | +10.7% | -44.9% | -38.7% |
| 6M | -48.7% | +9.3% | -57.9% | -53.0% |
| YTD | -26.1% | +10.9% | -37.0% | -33.0% |
| 1Y | -58.2% | +10.5% | -68.7% | -62.0% |
| 3Y | -28.1% | +15.5% | -43.6% | -47.3% |
| 5Y | -91.3% | -20.6% | -70.7% | -89.1% |
| All | -91.3% | -20.6% | -70.7% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling