-80.1%
MARA vs APD
+184.8%
-264.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.2% | +10.3% |
| 7D | +2.5% | -0.2% | +2.7% | +2.9% |
| 30D | -23.9% | +11.0% | -35.0% | -29.3% |
| 3M | -23.2% | +2.0% | -25.2% | -24.9% |
| 6M | -43.3% | +7.1% | -50.3% | -47.1% |
| YTD | -18.3% | +29.8% | -48.0% | -34.4% |
| 1Y | -52.9% | +24.0% | -76.9% | -61.4% |
| 3Y | -23.6% | +27.2% | -50.8% | -39.8% |
| 5Y | -88.7% | +12.8% | -101.4% | -90.4% |
| All | -80.1% | +184.8% | -264.9% | -90.7% |
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