-45.3%
MARA vs ARMK
+41.8%
-87.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | +2.7% | +7.4% | +8.3% |
| 30D | -15.1% | -1.5% | -13.6% | -14.4% |
| 3M | -24.1% | -11.6% | -12.5% | -20.1% |
| 6M | -45.2% | +6.7% | -51.9% | -46.8% |
| YTD | -22.2% | +47.4% | -69.6% | -33.5% |
| 1Y | -45.3% | +41.5% | -86.8% | -52.9% |
| All | -45.3% | +41.8% | -87.1% | -52.9% |
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