-68.3%
MARA vs ARWR
+29.5%
-97.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.3% |
| 7D | +15.6% | +2.9% | +12.8% | +14.0% |
| 30D | +17.2% | -2.9% | +20.1% | +19.2% |
| 3M | -14.2% | +15.2% | -29.4% | -21.9% |
| 6M | +47.7% | +42.3% | +5.4% | +18.5% |
| YTD | +31.7% | +28.2% | +3.5% | +10.3% |
| 1Y | -22.2% | +213.2% | -235.4% | -62.3% |
| 3Y | +8.4% | +184.6% | -176.2% | -52.8% |
| 5Y | -68.3% | +29.2% | -97.5% | -72.1% |
| All | -68.3% | +29.5% | -97.8% | -72.1% |
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