-16.6%
MARA vs APA
+40.8%
-57.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +3.4% |
| 7D | +11.5% | +5.1% | +6.4% | +10.3% |
| 30D | -18.9% | +0.3% | -19.1% | -19.1% |
| 3M | -20.9% | +15.6% | -36.5% | -24.4% |
| 6M | -42.8% | +28.9% | -71.7% | -47.8% |
| YTD | -14.7% | +96.6% | -111.3% | -35.8% |
| 1Y | -47.6% | +95.5% | -143.2% | -60.6% |
| All | -16.6% | +40.8% | -57.4% | -33.4% |
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