-75.3%
MARA vs ARMK
+138.5%
-213.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | +18.1% | -5.9% | +24.0% | +22.3% |
| 3M | -9.4% | +6.7% | -16.1% | -13.1% |
| 6M | +33.4% | +42.5% | -9.2% | +7.2% |
| YTD | +27.3% | +55.1% | -27.8% | -3.0% |
| 1Y | -27.9% | +50.3% | -78.3% | -44.2% |
| 3Y | +4.8% | +122.2% | -117.4% | -34.9% |
| 5Y | -68.0% | +155.2% | -223.2% | -80.2% |
| All | -75.3% | +138.5% | -213.8% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling