-94.2%
MARA vs APA
-26.6%
-67.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.6% | -3.4% |
| 7D | +10.1% | +8.5% | +1.5% | +7.3% |
| 30D | -15.1% | +2.8% | -17.8% | -16.1% |
| 3M | -24.1% | +21.7% | -45.8% | -29.2% |
| 6M | -45.2% | +32.6% | -77.8% | -51.2% |
| YTD | -22.2% | +103.7% | -125.9% | -40.9% |
| 1Y | -45.3% | +101.8% | -147.1% | -58.3% |
| 3Y | -23.9% | +48.1% | -71.9% | -38.8% |
| 5Y | -90.8% | +91.9% | -182.7% | -93.2% |
| 10Y | -81.0% | +8.4% | -89.4% | -87.9% |
| All | -94.2% | -26.6% | -67.6% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling