+18.4%
MARA vs APA
+12.6%
+5.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | 0.0% |
| 7D | +13.8% | +0.3% | +13.5% | +13.7% |
| 30D | +24.7% | +9.3% | +15.4% | +21.7% |
| 3M | -10.4% | +23.3% | -33.8% | -16.5% |
| 6M | +37.6% | +39.5% | -1.8% | +19.4% |
| YTD | +32.7% | +87.6% | -54.9% | +2.6% |
| 1Y | -25.2% | +114.2% | -139.4% | -45.4% |
| All | +18.4% | +12.6% | +5.7% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling