-74.1%
MARA vs APA
-2.4%
-71.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.7% |
| 7D | +5.9% | +4.6% | +1.3% | +4.4% |
| 30D | +24.3% | +11.9% | +12.4% | +19.7% |
| 3M | -12.0% | +22.5% | -34.4% | -19.0% |
| 6M | +40.1% | +37.5% | +2.6% | +21.4% |
| YTD | +33.4% | +87.2% | -53.7% | +3.9% |
| 1Y | -23.7% | +101.4% | -125.2% | -42.5% |
| 3Y | +19.0% | +16.9% | +2.1% | +2.8% |
| 5Y | -66.5% | +178.4% | -244.9% | -77.4% |
| All | -74.1% | -2.4% | -71.7% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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