-94.2%
MARA vs ARWR
+767.2%
-861.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.3% | -3.2% |
| 7D | +10.1% | -17.8% | +27.9% | +14.8% |
| 30D | -15.1% | -18.1% | +3.1% | -11.1% |
| 3M | -24.1% | -44.2% | +20.1% | -13.2% |
| 6M | -45.2% | -38.6% | -6.5% | -39.1% |
| YTD | -22.2% | -28.0% | +5.9% | -17.5% |
| 1Y | -45.3% | +16.1% | -61.4% | -48.9% |
| 3Y | -23.9% | +84.0% | -107.8% | -38.3% |
| 5Y | -90.8% | -35.4% | -55.4% | -91.0% |
| 10Y | -81.0% | +1,043.1% | -1,124.1% | -85.8% |
| All | -94.2% | +767.2% | -861.3% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling