-90.5%
MARA vs ARWR
+1,467.0%
-1,557.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | +0.6% | -0.7% | +1.3% | +0.8% |
| 3M | -18.5% | +14.9% | -33.4% | -21.6% |
| 6M | +21.7% | +32.6% | -10.9% | +12.7% |
| YTD | +25.9% | +30.0% | -4.1% | +16.6% |
| 1Y | -25.1% | +208.4% | -233.5% | -44.4% |
| 3Y | -5.7% | +208.8% | -214.5% | -32.5% |
| 5Y | -73.9% | +27.8% | -101.8% | -77.9% |
| 10Y | -75.6% | +1,107.6% | -1,183.2% | -83.8% |
| All | -90.5% | +1,467.0% | -1,557.5% | -93.4% |
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