-28.1%
MARA vs APD
+27.3%
-55.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.5% | +3.7% |
| 7D | +3.3% | -1.6% | +4.8% | +4.0% |
| 30D | -31.2% | +10.6% | -41.8% | -34.1% |
| 3M | -34.2% | +2.5% | -36.7% | -35.2% |
| 6M | -48.7% | +6.0% | -54.6% | -50.6% |
| YTD | -26.1% | +28.4% | -54.5% | -36.7% |
| 1Y | -58.2% | +22.2% | -80.3% | -63.4% |
| 3Y | -28.1% | +26.6% | -54.6% | -31.3% |
| All | -28.1% | +27.3% | -55.3% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling