-89.2%
MARA vs APA
+88.6%
-177.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +2.8% |
| 7D | +11.5% | +5.1% | +6.4% | +9.5% |
| 30D | -18.9% | +0.3% | -19.1% | -19.3% |
| 3M | -20.9% | +15.6% | -36.5% | -26.5% |
| 6M | -42.8% | +28.9% | -71.7% | -50.8% |
| YTD | -14.7% | +96.6% | -111.3% | -42.5% |
| 1Y | -47.6% | +95.5% | -143.2% | -64.7% |
| 3Y | -20.3% | +41.8% | -62.1% | -40.8% |
| 5Y | -89.2% | +85.4% | -174.6% | -94.2% |
| All | -89.2% | +88.6% | -177.7% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling