-68.3%
MARA vs APD
+26.2%
-94.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.4% |
| 7D | +15.6% | -2.5% | +18.1% | +17.6% |
| 30D | +17.2% | -1.9% | +19.1% | +18.0% |
| 3M | -14.2% | +8.2% | -22.4% | -20.9% |
| 6M | +47.7% | +10.7% | +36.9% | +32.7% |
| YTD | +31.7% | +22.9% | +8.8% | +7.3% |
| 1Y | -22.2% | +5.8% | -28.0% | -28.9% |
| 3Y | +8.4% | +7.8% | +0.7% | -5.0% |
| 5Y | -68.3% | +26.1% | -94.4% | -79.9% |
| All | -68.3% | +26.2% | -94.5% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling