-82.9%
MARA vs AR
-33.4%
-49.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +8.2% |
| 7D | -6.2% | -14.3% | +8.1% | -2.6% |
| 30D | -38.7% | +1.4% | -40.1% | -39.1% |
| 3M | -40.4% | +3.4% | -43.8% | -41.3% |
| 6M | -51.3% | -2.1% | -49.2% | -51.7% |
| YTD | -29.3% | +4.7% | -34.0% | -31.5% |
| 1Y | -60.2% | +10.6% | -70.8% | -62.0% |
| 3Y | -31.3% | +24.6% | -55.9% | -37.3% |
| 5Y | -90.1% | +71.9% | -161.9% | -91.6% |
| 10Y | -81.2% | +46.4% | -127.6% | -85.9% |
| All | -82.9% | -33.4% | -49.6% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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