-89.6%
MARA vs ARWR
-36.7%
-52.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.5% | +11.0% | +10.8% |
| 7D | +2.5% | -17.7% | +20.2% | +12.0% |
| 30D | -23.9% | -21.9% | -2.0% | -14.5% |
| 3M | -23.2% | -44.5% | +21.3% | +2.0% |
| 6M | -43.3% | -32.6% | -10.7% | -33.4% |
| YTD | -18.3% | -26.2% | +7.9% | -10.8% |
| 1Y | -52.9% | +23.0% | -75.8% | -62.8% |
| 3Y | -23.6% | +81.8% | -105.4% | -58.6% |
| All | -89.6% | -36.7% | -52.9% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling