-93.6%
MARA vs AMT
+297.8%
-391.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +11.5% | -2.4% | +13.9% | +12.7% |
| 30D | -18.9% | +4.2% | -23.1% | -21.0% |
| 3M | -20.9% | +13.4% | -34.3% | -26.5% |
| 6M | -42.8% | +9.4% | -52.2% | -46.9% |
| YTD | -14.7% | +11.7% | -26.4% | -21.6% |
| 1Y | -47.6% | +7.1% | -54.8% | -50.8% |
| 3Y | -20.3% | +15.1% | -35.4% | -33.1% |
| 5Y | -89.2% | -17.9% | -71.3% | -88.6% |
| 10Y | -79.2% | +133.5% | -212.7% | -86.0% |
| All | -93.6% | +297.8% | -391.4% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling