-77.9%
MARA vs ARMK
+350.8%
-428.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.0% |
| 7D | +6.0% | -2.4% | +8.4% | +7.5% |
| 30D | +0.6% | 0.0% | +0.6% | +0.3% |
| 3M | -18.5% | +6.7% | -25.2% | -21.8% |
| 6M | +21.7% | +38.8% | -17.1% | +0.1% |
| YTD | +25.9% | +55.2% | -29.2% | -3.4% |
| 1Y | -25.1% | +46.6% | -71.8% | -40.8% |
| 3Y | -5.7% | +112.9% | -118.6% | -39.2% |
| 5Y | -73.9% | +144.0% | -217.9% | -83.4% |
| 10Y | -75.6% | +132.4% | -208.0% | -86.4% |
| All | -77.9% | +350.8% | -428.8% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling