-94.4%
MARA vs AVAV
+438.2%
-532.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.6% | -8.0% | -0.6% |
| 7D | +3.3% | +3.2% | +0.1% | +2.1% |
| 30D | -31.2% | -7.4% | -23.8% | -29.1% |
| 3M | -34.2% | -32.0% | -2.2% | -24.0% |
| 6M | -48.7% | -24.6% | -24.1% | -46.0% |
| YTD | -26.1% | -47.5% | +21.5% | -12.0% |
| 1Y | -58.2% | -61.5% | +3.3% | -43.2% |
| 3Y | -28.1% | +5.5% | -33.5% | -43.1% |
| 5Y | -91.3% | +35.7% | -127.0% | -94.0% |
| 10Y | -82.1% | +379.1% | -461.2% | -90.5% |
| All | -94.4% | +438.2% | -532.6% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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