-58.7%
MARA vs ARMK
+41.1%
-99.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.0% |
| 7D | -6.5% | -5.8% | -0.7% | -3.7% |
| 30D | -38.5% | -5.3% | -33.2% | -36.8% |
| 3M | -41.5% | -6.7% | -34.8% | -39.8% |
| 6M | -41.9% | +17.4% | -59.3% | -45.8% |
| YTD | -23.5% | +43.0% | -66.5% | -33.4% |
| 1Y | -58.7% | +40.3% | -99.0% | -64.1% |
| All | -58.7% | +41.1% | -99.8% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling