-73.6%
MARA vs APD
+162.9%
-236.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | +13.8% | -4.6% | +18.4% | +17.3% |
| 30D | +24.7% | -4.2% | +28.9% | +27.6% |
| 3M | -10.4% | +5.0% | -15.4% | -14.9% |
| 6M | +37.6% | +8.9% | +28.7% | +26.5% |
| YTD | +32.7% | +21.9% | +10.8% | +11.5% |
| 1Y | -25.2% | +5.6% | -30.7% | -31.2% |
| 3Y | +9.3% | +6.9% | +2.4% | -2.8% |
| 5Y | -69.3% | +25.3% | -94.7% | -75.6% |
| 10Y | -73.6% | +169.1% | -242.6% | -85.6% |
| All | -73.6% | +162.9% | -236.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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