-79.2%
MARA vs ARMK
+130.7%
-209.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.8% |
| 7D | +11.5% | +2.8% | +8.7% | +10.1% |
| 30D | -18.9% | -1.8% | -17.1% | -17.7% |
| 3M | -20.9% | -10.9% | -10.0% | -15.1% |
| 6M | -42.8% | +21.2% | -64.0% | -49.3% |
| YTD | -14.7% | +47.0% | -61.7% | -32.7% |
| 1Y | -47.6% | +42.9% | -90.5% | -58.1% |
| 3Y | -20.3% | +95.0% | -115.3% | -46.6% |
| 5Y | -89.2% | +106.2% | -195.4% | -92.6% |
| 10Y | -79.2% | +131.6% | -210.8% | -88.3% |
| All | -79.2% | +130.7% | -209.9% | -88.3% |
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